I've prepared an SD card for my A810 and seem to be able to access the CHDK menu, but the camera powers up in playback mode and I can not switch it to shooting mode. What am I missing? Thanks for your help.
Hold the power button down slightly longer when starting, or half press the shutter after starting.
For the half press to work, chdk must not be in alt mode. This is a common source of confusion, people frequently expect CHDK to only be active in alt mode, but alt mode is just used to access the settings and scripts.