Marvin,
A CR2 file is a Canon raw file. It's an image file. You don't "insert" it into Photoshop, you open it with Adobe Camera Raw in order to view it and edit it..
Perhaps you mean the ACR plug-in?
Are you on Mac or on Windows?
BOILERPLATE TEXT:
If you give complete and detailed information about your setup and the issue at hand, such as your platform (Mac or Win), exact versions of your OS, of Photoshop and of Bridge, machine specs, such as total installed RAM, scratch file HDs, video card specs, what troubleshooting steps you have taken so far, what error message(s) you receive, if having issues opening raw files also the exact camera make and model that generated them, etc., someone may be able to help you.
Please read this FAQ for advice on how to ask your questions correctly for quicker and better answers:
http://forums.adobe.com/thread/419981?tstart=0
Thanks!