On a windows system CS2 help is througn Adobe Help Center. Make sure it was installed on your system. There shotld be a shortcut for it in you start menu."Adobe Help Center" on my Windows 7 64Bit system my shortcut points to ""C:\Program Files (x86)\Adobe\Adobe Help Center\ahc.exe"". Make sure ahc.exe is installed on your system. If not its a free Download here the link http://www.adobe.com/support/downloads/detail.jsp?ftpID=3171
Note CS2 Help Files are not part of the download they should be on you system.