It must be exported from CS4 as .inx to open in open in CS3, then re-exported to there again to .inx to open in CS2, or you can try the hack at InDesignSecrets » Blog Archive » Double Down(save) to bypass CS3, but you still need .inx from CS4.
And don't expect miracles. Features used in CS4 that are not supported in CS2 will be lost entirely, and your text is likely to flow differntly due to differnces in the text engines.
I'm going to go out on a limb and assume the OP means CS6 and CS4. If that's the case export from CS6 as IDML and open that in CS4.
Peter's caveats apply here as well.