Hello & welcome Jim !
which firmware version do you have ?
If the firmware of your camera is not 1.00C (that's the only firmware supported by CHDK yet) it will crash, as you described...
If you see the blue LED, your camera has already started loading CHDK (so the card was locked, ok), then the camera crashed...
If you have 1.00C fw you can also do the following:
- use a small (<4GB) card (e.g. the 16/32 MB SD card shipped with your camera)
- format the card (caution: this deletes all files from the card, so backup your files first)
- make the card bootable
- copy CHDK to the card
- lock the card
The latest CHDK download for your camera is from the
Autobuild.