Your first option is to change the file extension used to save your RAW images on the SD card to something recognized - the CHDK menus let you pick from several options, one or more of which might work.
To expand on this slightly for @shinnen
The Canon firmware doesn't recognize the DNG extension. If you turn off the "'DNG' file extension" and choose prefix / extension it recognizes, you may find a combination of prefix/extension which allows you to download CHDK raw files. I'd suggest CRW_ and .CR2. Some combinations may confuse the camera and/or windows.
The files will still be in DNG format as long as the "DNG format" option is checked, but because the extension is different, some windows software may not open it correctly.
One final caveat is that that CHDK raw files will probably not be visible on the PC unless the camera is restarted between shooting the pictures and connecting the USB cable.
Otherwise, software like chdkptp can be used to download any image files. But you need to set that up as a separate step.
One downside of this is that the libusb driver disables normal Windows access to the camera, so if you like to plug in your camera and have some windows software automagically do its thing, it will no longer work. The libusb driver can easily be removed using device manager.