Okay that all makes sense but still I am having problems. Here is what I am doing.
I format the SD card and load the CHDK files on the card from a card reader. I insert the card and update the firmware from the review mode. From the CHDK Misc stuff I turn off splash screen and select autoboot from card. I turn off camera, remove card and turn lock on. I reinstall card, start camera in record mode. I start CHDK with shortcut button and from scripting parameters I load badpixel.lua. I run the script by pressing the release with lens blanked off and save. I return to the CHDK menu and select from RAW Parameters; Save RAW, DNG Format, "DNG" file extension and RAW buffer cached. I click on shortcut button and take pictures. When I connect to PC to get pictures all I have is CRW and JPG; no DNG