The reason Illustrator CS2 gives that warning, is because it cant read that filetype.
Someone else also had the problem, and got multiple solutions:
Hope that helps.
EDIT: it seems AI can read the file, my bad, but perhaps those solutions offered there might still be able of helping you.
You have to have the original dumbed down and if it contains 3D you have to save a view.. Get rid of everything that is not needed for your job.