I am just using Photoshop Cs for the first time and whenever I draw two lines it fills the space in-between them. I can see the selection of fill or no fill on the bottom of my paths option tab, but I can't click on them because it won't let me. Why is this? What can I do to not have all of my lines filled?

Do you mean when you are using pen tool to draw lines? look at the tab on the top, make sure you select 'path' option but not the 'shape layer' option

http://www.freetimefoto.com/photoshop/tool_box/shape_and_pen_tool.html