If the shortcut button (Printer/S button) doesnt bring up a little 'alt' at the bottom of the dispay, then you camera has not loaded chdk.
Check:
1. your card is bootable - read the wiki
2. you have the correct chdk for your camera bios 101a or 101b
3. the chdk file diskboot.bin in the ROOT of the card, NOT in the capture folder - ie you have to use a card reader to dump the file on your sdcard.
4. LOCK your card
I think thats about it?...