According to what I've seen on the Adobe website Camera RAW 6.7 in CS5 should be able to open the files from my Fuji but it isn't. Photoshop says all the components are up to date.
Any ideas how I can get it to work?
I assume you're referring to the Fuji X-E1 camera.
You will never be able to open those files directly in CS5. There will be no more updates for that version.
That camera was first supported in ACR 7.2, which needs at least Photoshop CS6 to run.
Look for, download, install and run the free, standalone Adobe DNG Converter 8.5 on the folder(s) containing your raw NEF files to convert them to raw DNGs which you can run on your current version of Photoshop.
Thanks for that. I've done as you suggested and it works fine.