Watch the tutorial again. See how the user selects the adjustment layer from the bottom of the Layers panel, whereas you were selecting an image adjustment from the Image menu. Adjustment layers are also available in the Layer menu.
An adjustment layer is similar to a filter sitting above lower layers and its controls can be changed at any time. An image adjustment changes the actual content of an existing layer. The former provides a non-destructive edit, the latter is destructive.
See http://helpx.adobe.com/photoshop.html . There's also a PDF manual download at that page.