Each Nikon NEF or any camera's RAW format can be unique from any other type of RAW file. Most photo editing programs check the EXIF data, meta data included in media files, for the manufacturer and model number. If the information matches to the programs of known camera models, the program will open the RAW file. If it does not match the file will not be opened.
Software providers either issue a new version for new cameras or provide an updated plug-in. Nikon issues new versions of their software. Adobe uses a plug-in called ACR, Adobe Camera Raw.
What version of ACR are you using in CS3 and CS4?
Have you checked for updates to your software?
Adobe has publicly released ACR 5.6 for CS4, DNG Converter 5.6, and LightRoom 2.6 which just added support for the D3s and a previous version added the D5000 and continues to support this camera and all prior supported cameras.
Alternatives to directly opening the NEF file with Adobe products is to obatain a copy of the DNG Converter and convert the RAW file to Adobe's public archive DNG, Digital Negative, format. If you have the original version of Phbotoshop CS,you will have to have the most recent ACR for this version of ACR. Another approach is to install the free Nikon ViewNX, configure ViewNX to use Photoshop CSx with the 'File => Open with...' option, open the NEF with ViewNX and then use the 'Open with...' option to transfer a TIFF copy of the NEF to Photoshop CSx.
Nikon also occansionally issues firmware updates for their cameras, so you should check for firmware updates on a regular basis.