Yes, the camera software. A CR2 file sounds like a Canon raw file, so you probably got a disk that included Digital Photo Professional. This is great software, some say better than Adobe Camera Raw in Photoshop. I've continued to use DPP even after getting a new version of PS capable of converting my raw files. DPP converts and saves the image as a tiff file and then you just open it in PS.
Do you have ACR? Are you trying to open the image in PS or in Bridge? If you have Adobe camera Raw you can open the image into ACR from bridge by using ctrl+R. Othwise DPP will work. If you don't have ACR it is a free plug-in from Adobe, but I believe you'll have to download Bridge as well.