I am trying to install CHDK on my canon but when i press play>menu the option “Firm Update” is not even there.
To use the firmware update method to load CHDK, you must start the camera with the "Playback" button. Not the On/Off button.
The "Playback" button on the A810 is the one with the blue triangle inside the blue rectangle to the left of the Menu button.
Current information about installing and running CHDK is always here :
http://chdk.wikia.com/wiki/Prepare_your_SD_cardInstallation of CHDK via the use of the STICK utility linked at the top of that page is particularly recommended.
