Thanks JJMack but I don't understand. These are links to Camera Raw updates which I already tried (v6.7 for PS CS5) and got "Update failed" message. I even completely uninstall all CS5 and re-install it from srcatch to make sure Application Manager is OK - did not make any difference, still will not update Camera Raw v6.7 with new plug-ins for D800.
It is weird that for D800 one seems to have to purchase a new PS6 to work with raw files.
Also apparently there is no way to contact Adobe support directly to ask if this is the case or it is somehow should be possible (as I believe it should) to update PS5 plug-ins for D800
The D800 is supported in ACR 6.7 running under Photoshop CS5, just to have that established.
Why ACR won't update I don't know, but it seems you may have a damaged installation somehow. An uninstall/reinstall will not necessarily remove all support files. Your best bet is perhaps to uninstall, and then run the CC cleaner tool linked above. This will nuke everything and give you a fresh start.
Nothing worked until I managed to speak to Adobe support directly. They recommended to install latest version Camera Raw Installer 8.6. It did not help opening NEF files right away but it fixed Camera Raw update 6.7 "Update failed" error! After updating to 6.7 all is well, can see my d800 NEFs . cheers, Sergey