CS2, CS3, CS4 and CS5 are successive versions of Photoshop (CS = Creative Suite or something similar). As H points out, CS5 is the latest and the one you will find on shop shelves.
Photoshop is a very powerful and complex application for image processing, retouching and painting.
Lightroom is a more accessible and less powerful program for retouching, organising and storing images.
Take a look at
www.adobe.com for all the marketing guff you could want on both programs
