MX requires Flash Player version 6+.
CS4 requires Flash Player version 10+.
Update your browser plug-in.
Not all browsers fully support Flash Player, though. Firefox is one that fully supports it, but IE is focusing on Silverlight, and Flash has been known to cause the newest version of IE to crash. That said, I have never even used IE to play Flash files. (Firefox is way better and available for Linux and Mac.) I use CS3, which requires Flash Player 9+, but it can save to Flash 8 format as long as I use AS2.