FYI .. usually the best place to ask questions about a specific camera is in the porting thread for that camera.
I did a speed search there and on the CHDK wiki :
http://chdk.setepontos.com/index.php?topic=5865.0http://chdk.wikia.com/wiki/SX30Neither place seems to say anything about any problems with DNG and typically that's where it would have been if somebody had already reported it.
What version of CHDK are you using? Its available in the "Show Build Info" in the Miscellaneous menu.
What happens when you try to use DNG in P mode? Do you have any other camera settings enabled ? (Sports mode for example ...)