Which operating system are you using?
Which camera are the camera raw files from?
Did you convert the files to dng using lightroom or the standalone dng converter?
If using the standalone dng converter, which version?
In the dng converter did you try setting the Compatibility for Camera Raw 2.4 and later
(Preferences>Compatibility)
You should also be able to send the files from lightroom to cs2 without converting to dng, either by using Photo>Edit In>Photoshop or setting cs2 as an external editor in the lightroom preferences