What Crop Guide Overlay are you expecting?
Something you've seen in a later version of Photoshop, perhaps?
Later versions of Photoshop offer more things, like a Rule of Thirds overlay. As far as I remember, Photoshop CS4 simply didn't have that, and showed you just what you're seeing in the screen grab you posted..
You could emulate a rule of thirds grid, I suppose, by creating both Horizontal and Vertical guides at 33% and 67%. But they will not move as you change the crop dimensions.
Definitely not in CS4.
Thank you for the replys. I apologize for my curt questions and comments.
Sometimes I feel like Mr. Furious from Mystermen when trying to deal with computer issues.