One thing Adobe has not always done well is maintaining backwards compatibility in their applications. This may not be such a big deal if you work in an isolated environment or only associate with those who meticulously upgrade their software to the latest available versions. However, many real-world projects get passed around between designers, clients, and various vendors—all of whom may not have the same version.
There is hope. InDesign has the ability to export to what is appropriately called InDesign Markup Language or IDML. This IDML can then in turn be opened in CS4.
If you are doing this to send to someone else, make sure you provide a PDF so they can have something to check against as there is always the chance that something could be off just a bit.