Is it possible to get something much like a guide in Photoshop, but such that I can set it any angle? I have Photoshop CS4 Extended.
Unfortunately you can't do that in Photoshop. The best approximation is to create a new top layer, use the Line tool on that layer, and then lock the layer.
You could also draw a path with the Pen tool. That has the disadvantage of not letting you see multiple paths at the same time, but the advantage is the guide line will look better when zoomed in.
Nope. Not in Photoshop. You can do this in Illustrator, but not (for some reason) in Photoshop. There are a few alternatives to achieve a similar thing:
You can also use the Vanishing Point tool to create an angled grid. Create a new layer and then in the Vanishing Point use the Create a new Plane tool to draw the angled guide as you want it. From the little options drop-down, select Render Grids to Photoshop.
A third option is to use the Ruler tool to rotate your whole image as needed. To do this, select the Ruler Tool (shortcut: I), draw an angled line with it, select Image → Image Rotation → Arbitrary… which will open Rotate Canvas dialog with your angle already set.