Hi,
Another member gave me this fix, I did't belive it would work but it did. Here goes:
In windows XP many users turn off the indexing service (I did) to speed up their PC. You need to turn this back on for the lighting styles folder.
Navigate to c:\Program Files\Adobe\Adobe Photoshop CS2\Plug-ins\filters
Right click lighting styles folder and choose properties. Then click the advanced button.
Tick the box that says for fast searching allow the indexing service to index this folder. click OK and then allow the service to index files & sub folders.
Re-start
PS.
Good luck