The Save As Type menu (Windows) or the Format menu (Mac OS) in the Save As dialog box doesn't list InDesign CS as an option.
You can export a file in INX format from InDesign CS if you installed the Adobe InDesign CS 3.0.1 April 2005 (CS2 Compatibility) Update.
To export to the InDesign Interchange (INX) format, choose File > Export, select InDesign Interchange from the Save As Type menu (Windows) or the Format menu (Mac OS), and click Save.
To locate and open an INX file InDesign CS, choose File > Open.
Adobe InDesign CS2 supports backwards compatibility with InDesign CS by using the Export command, not the Save As command. You export a document to the InDesign Interchange Format, rather then saving the document to InDesign CS format, anytime you want to open an InDesign CS2 document in InDesign CS. Please note that InDesign CS must have the Adobe InDesign CS 3.0.1 April 2005 (CS2 Compatibility) Update patch installed to open these INX files. Also, InDesign CS does not support new InDesign CS2 features, so some changes may occur when you open these INX files in InDesign CS.