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.
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.