As Crazy Dino said, it depends which Canon model you are trying to process. There have been various updates to Adobe Camera Raw, but the latest updates are not compatible with earlier versions of Photoshop (thankyou Adobe).
If the camera you are using is a lot newer than CS2 then you may need to upgrade your version of Photoshop or go the Adobe DNG route - download Adobe DNG convertor. This will allow you to convert your Canon CR2 files to Adobe DNG raw files, which you can load with CS2.