Hi there!
I have a Sony A200, and it came with a CD with RAW processing software called "Image Data Converter." I installed it when I got my camera. I don't know what CS4 does in terms of RAW, since the Sony format is proprietary (.arw).
I shoot in the RAW+JPEG mode all the time now. I use the preview feature on the JPEGs, and the delete them when I process the RAW.
Hope that helps! Glad to see another member of the ever-growing Sony community!
Sarah
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