Can you use PShop to make vectors?
No.
Illustrator, Corel Draw, Freehand. Maybe some others.
Next question pum pum
Do you have any of these that I can preview? 
I got adobe CS2 DVD… let me know if you need it
I tend not to have warez sitting online… Someone here occasionally posts zips. I forget who. Change the subject to say something like “Need Vector Graphics Program” and if no one posts a link by the time I’m able to host something, I’ll hook you up.
EDIT - There… get CS2 (assuming it’s the whole suite) and you’ll have Illustrator. I’m not really familiar with Illustrator, so I can’t help you operate it.
Photoshop does have vector capability… more in CS2 than CS, but they both have it.
You are still better off sticking to Illustrator, Corel Draw or Freehand for most Vector work.
As far as I know, Photoshop uses vector paths, but has no way to export the paths as EPS files. The files Photoshop would create would rasterize those paths, losing the whole benefits of vector.
you can export paths right out of photoshop, except they go as illustrator files (.ai)
for ease of use and general file compatability, go with illustrator. cs is awesome and pretty easy to use. what are you doing with it?