Hi Mike.
The raw files produced by CHDK have the .CRW extension but are not really CRW Canon raw files. You won't be able to open them neither in PCs nor in Macs but with a few software (like UFRaw). To use them in Bridge they have to be converted to DNG first (which is good IMO because the file size is significantly reduced).
Unfortunately I can't tell you how to do it in a Mac. Let's wait and see if a Mac user gives you some advice.