I followed the instructions to backward save, Save as InDesign CS4 or later (IDML) and after saving with a new name, thay show Adobe InDesign CC2014 document.
How do I save to an older version?
You've done it. It's your OS that determines what the default program to open the file will be when you double-click it, but you will be able to use File > Open... to access the IDML in any version from CS4 forward.
Regardless of what the name of the file may say, when you save an IDML from CC 2014, it can be opened (File > Open) from InDesign CC, from InDesign CS6, from InDesign CS5.5, from InDesign CS5, and from InDesign CS4.
You won't be able to double-click on it to open in InDesign CC, you would need to choose File > Open and select the file from within the program.