If you are saving from CS3 to CS2 you must export the file as an InDesign interchange file. CS2 must also be updated to version 4.0.5(free update) in order to open the exchange file. Also if that CS3 file is going to be sent to a CS user, CS2 must first open interchange file and then re-export the file again to an interchange file again.
If you do any CS3 only effects (such as transparency effects) when you open the interchange file in CS2 they will not be present since CS2 does not have the abilility to create those effects. Also please be aware of possible text reflow issues since Adobe tweaked the text engine between CS3 and CS2.