First,
You need to find your camera's firmware version (internal software)... Follow the instructions here:
FAQ - CHDK WikiNext, there are three basic different, concurrent versions of CHDK (and others too)... "AllBest" contains some 90% percent of all of the features of several other major versions. Other versions have special functions and/or support for synchronous Stereo Camera shots, new camera support, etc.
Downloads - CHDK WikiSo, once you know the Camera model number and firmware version, you can try Allbest first and see how it works for you--or if there is some specific feature, function, or camera type, choose one of the others.
From what I understand, all of the CHDK versions load the same way... Either by formating a SD/SDHC card with FAT16 format (must be forced for cards 4 GB or larger), copy the *.BIN file (for auto-boot) and *.FIR file (for manual loading) to the "root" or top directory on the SD/SDHC card, mark the SD Card bootable (windows program or CHDK option required to auto-boot CHDK), and throw the write protect switch on the side of the SD card (if you want auto-boot).
Even if you get the "wrong" CHDK program, or don't like the results/version--just turning off the camera will clear the CHDK program from memory. Nothing is changed/saved in the camera.
-Bill