Yes I noticed the same about the Adobe website. There is some confusion about which features are included in the two varieties of CS-4. From a marketing standpoint it makes good logic, but from a users point of view just confusing.
Did fine a tutorial at http://help.adobe.com
that goes through the process. However it is only for the extended version. So as others have indicated these modes may not be available for non extended versions of CS-4.
Will give Kirk's workflow a try and see what happens on this end.
However, did receive a note back from Russell Brown about his Stack-A-Matic Photoshop CS-4 script.
"Regarding your problem. Well, I have heard this problem before, so you are not the first to discover this error. It seems to appear on about 1 in 400 users to my rough calculation and you just happen to be the lucky winner. "
Perhaps Russell will be able to clarify if modes are or are not installed in the non extended version. In retrospect, it would seem by the actions of the script that modes are not part of the standard version of CS-4. However, I could be 100% incorrect.