Hi Tammy,
Welcome to Digicamhelp!
Unfortunately, the S2 doesn't have a built in Rule of Thirds grid. But with a little practice, you can mentally visualize the grid when taking framing photos.
You can also crop your images according to the rule of thirds. One program that I know of, Microsoft's Digital Image Pro has a Rule of Thirds grid built into the crop tool. My Canon printer has a Rule of Thirds crop tool that I can use before printing.
Related information:
Rule of Thirds
http://www.digicamhelp.com/what-is-the-rule-of-thirds/rule-of-thirds.htm