Anyone who has ever tried to install parts of Adobe Creative Suite on a case-sensitive partition will know that Adobe doesn't support case-sensitive disks. Back when I first encountered this problem, I simply assumed that case sensitivity was a new thing and Adobe would fix this in a version or two, since it's a relatively trivial thing to do.
Unfortunately, Adobe's solution to this was to simply make it so the installer refuses to install on case-sensitive partitions. It also insists that you install on your boot partition. So if you happen to have formatted your primary partition as case sensitive, you're basically out of luck.
I spent some time coming up with a solution that uses gdb (the gnu debugger) to trick the installer into thinking that your disks are case insensitive so it will let you install the software. The next step would then be to go through and rename all the files that Adobe has yet to fix themselves so that you can run the software off of your case-sensitive disk.
As I was finishing and getting ready to write up the instructions, I ran across a considerably cleaner method for tricking the installer. It also requires you to have the Developer Tools installed, but it requires considerably less effort on your part. The author of it suggests a method for installing onto a case-insensitive disk image, but if you skip steps 5-7, 9, 10, and 12 (as of this writing) in those instructions, you can just install directly on your disk, and then rename the files so that the apps will run directly off your disk and you don't need to mount a disk image every time you want to use them.
There's a script included in the writeup on my website that will do the renaming for you (at least as of the version of CS5 that I have) for Photoshop and Illustrator.
[crarko adds: I haven't tested this one.]
Mac OS X Hints