Sometimes with old versions it works better if you copy the installation files to the computer, then install from there.
The CS2 version of Photoshop is Power PC code only, It won't work with your new Intel Mac OSX 10.8.2
I found this:
Q. Will Adobe update Adobe Creative Suite , Studio 8, or individual applications, such as Photoshop CS, InDesign CS, Illustrator CS, Dreamweaver 8, Flash Professional 8, or After Effects 7.0, to be Universal applications?
A. No, Adobe does not plan to re-release current products as Universal applications that can run natively on both Intel- and PowerPC-based systems. This applies to Adobe Creative Suite 2 and Studio 8, as well as individual applications such as Photoshop CS2 . . . .
Blame Apple. The deprecated a perfectly good emulator (Rosetta) that allowed you to run old PowerPC code right up to Snow Leopard.
Since CS2 cannot be installed on Mac OSX 10.8.2 and CS2 is too old to qualify for an upgrade to CS6 (only CS3, CS4 and CS5/CS5.5 qualify), you're going to have no option but to pay full price again for Photoshop CS6.