-> 
-> With my little Nikon CP5000, I can dial in ISO100, 200, 400 and 800.

That's what I don't have.  No nice simple easy to find settings.

 By
-> setting the exposure compensation to -1, I am able to push to ISO1600 and
-> at -2 to 3200 in Photoshop.

The +/- exposure compensations are available.  That I've got.  

 Just like in film-based photography, the higher
-> the ISO the more grain,

Uh huh.

 and if you "push process" it is at the cost of
-> shadow detail. I suspect.

I've seen that happen too...
-> 
-> HoKay! I just got a bright idea and checked on DPReview. Phil has the specs
-> on most cameras, even if they are not in production. It says your camera
-> DOES have settings for ISO100, 200 and 400. 

No.  It says it has those ratings, not settings.

Get thee to thy manual!

 I've been through the manual a million times.  I keep it in a little
plastic bag in the same case as my camera so it's always handy when I need
reminding of what to do in an unusual situation.  I can take pictures in
any kind of light, with thought, by adjusting the light settings or turning
off the flash (my favorite trick) but my mind can't translate any of that
into old fashioned ISO ratings.  I guess it doesn't matter.  I still often
seem to manage to actually get pictures while others, shooting digitally
around me at the same time, don't.   

Karen
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