Having just received a book full of DVD's, each with scanned rolls of film from yesteryear I ran home to open them up in Photoshop. It appears Photoshop CS2 cannot open Nikon's .nef format raw scans. The article above explains that different "NEF" files, Nikon's raw camera format, are well, different. It seems neither Preview nor Photoshop can open the images.
Earthbound Light has a good piece that goes on to explain why one need not use Nikon Raw (NEF) format from scanners to begin with.