President: Can he pretend to be stupid about Abu Ghraib?

Those memos in 2002 seem likely to have been related to a tip that something was up. I can't see the White House spending this much time an effort on memos [that are released, unlike the Cheney memos]...and then not following up.

So, is a CEO or "dude in Charge" immunie if he doesn't know?

According to the Constitution, the President is the "guy at the top." Last time I checked, you can't delegate responsibility.