File import??

Sure its an easy fix but hope some one can offer some help?
I am relatively new to photography,always relied on the Auto settings but have recently been having fun learning to use a camera properly.
Am using SB700 flash and taking food pictures for some work projects.
Office computer is Windows OS & have installed the Nikon software CD but in the Nikon transfer folder,only the JPEG files can be opened.The NEF file cannot be opened & an Adobe error message says the file is either not supported or damaged/incorrectly decoded ???
Incorrect camera settings or what should be a first thing to look at?

Thanks for any help.

check out the adobe site and update your raw file viewer, it's most likely that you are using an outdated editing program which is yet to receive the adobe raw treatment. PS I use a Mac

Thanks for the advice.
The next step will be on my Mac at home....can the files be opened in Aperture or only in Adobe?

I can open in aperture, adobe, iphoto etc.

I'm assuming that when you installed the Nikon Software CD, it installed Nikon ViewNX. That should allow you to open the NEF files. If it wasn't installed, try reinstalling the software from the CD and checking to make sure that ViewNX is installed.

Make sure the .NEF files are associated to the Nikon NX software (or other software that can import NEF files). Perhaps you are double-clicking the file and some Adobe software starts?
You can associate the NEF files by right-clicking on the file and then select "Open with..." context-menu entry. Then select the Nikon NX software.