Welcome to the forum !
That usually means the card is not bootable, check the following:
1) is DISKBOOT.BIN in the root of the card
2) is the card formatted as FAT16
3) is the Canon bootflag present (use Hex editor on sector 0 of card: must have BOOTDISK at offset 0x40)
note that 2 & 3 can be easily checked with CardTricks (if your computer runs Windows)
note also, that condition 2 can not be satisfied on cards > 4 Gb, unless you partition your card first.
If this does not solve your problem, please report back some details (computer OS, card size)
Have you already managed to start CHDK through the 'firm update' method ?
cheers,
wim
