It sounds like you've not got the latest versions. Try running the "search for updates" (or whatever it's called) in Lightroom and CaptureNX. If they're more than a couple of months old they won't have the support for the D300s files.
The latest version of Adobe Camera Raw is 5.5. I don't know if Lightroom uses ACR or it's own built in system but it was v5.5 that added support for the D300s.
If you're still having problems you could always convert the NEF files into DNG files (Adobe's own proprietary RAW format). The convertor is free and DNG files will open in all Adobe programs. You can download it for Windows from
here and for Mac from
here