I have to thank Mehmet Irdel for this one.
I have never been able to figure out how to get a path from Illustrator into Photoshop while keeping it vector. Photoshop always wants to rasterize it…. But my good friend Mehmet found out how.

In Illustrator go to the Edit Menu and select preferences; from there go to the “File Handling & Clipboard” panel. Check off “AICB” in the “Clipboard on Quit” subsection, and then select “Preserve Paths”.

Now when you copy a path from Illustrator and paste it into Photoshop it will remain vector. If anyone knows of another way please let me know.