thanks guys for your replies.
waldo
Can you explain exactly how you know by looking at your shots that the overrides do not work? Are you comparing the 1/5000 shot against the 1/10000 shot?
When in P/Av/Tv, its obvious because the cam will shoot at 1/30 or 1/45 or some slow value that the cam (or I) set dispite me setting override shutter speed to 1/5000 or 1/10000. Keeping the same settings in CHDK, I can shoot at the override shutterspeed in AUTO/M/C and the pics are very,very dark so I know that the cam is shooting at the set override speed.
After playing around more I found the problem, I had left servoAF ON in P/Av/Tv while I had turned it off in C mode. After turning servo AF off, I was able to shoot at the override shutter speeds in P/Av/Tv (dont know why I dont have to turn it off in M mode but its not a problem so I'll just leave it like that).
reyalp
Keep in mind that not everything is the same on every camera. Even if the wiki is correct for some particular camera (which you should not assume!), only experiment can verify whether it is correct on your camera.
Thanks, I'll remember that from now on. I guess its just best to take a note of the used values, and edit the exif when you get home.