Idk what is causing this issue. Even with turning off camera at least once ( rebooting it ) before connection to computer via usb cable, I'm getting the same issue ( can't see DNG files ). It's possible only while I put my SD card into sd card reader.. Perhaps that issue is caused by windows 7 64 bit system but I'm not sure.
As the links waterwingz provided explain, what the Canon firmware shows over USB is complicated, and depends on the camera. This is probably not a bug or something you are doing wrong, it's just how it is.
If you tell us which camera you are using, other people with the same or similar model may be able to help.
It should
probably be possible to get the files to show with some combination of settings:
1) Raw in dir with jpeg must be enabled. You should also verify with a card reader that the file are actually going in the same directory with the jpeg of the same number, there can be bugs in this area.
2) The prefix and extension should be something "recognized" by the canon firmware. This may vary between cameras, but something like CRW_nnnn.CR2 would be my first choice (or .CRW if it's a very old camera). You could also try making it the same is video files or something like that.
It may also depend on what software you are using on your PC to access it. If you are using Canon's software or other 3rd party software rather than the native windows browser, it may not recognize the files even if the camera shows them.
Alternatively, you can use the CHDK ptp extension to download files:
http://chdk.wikia.com/wiki/PTP_Extension This is not very user friendly, and installing the libusb driver will completely disable normal windows access to the camera, but it will let you download any file from the camera.