What camera are you using ?
CHDK DNG should open in any program that correctly supports DNG, although IIRC it's been noted before that some programs do not support DNG with 10bpp data. CHDK cameras are 10 or 12 bit, depending on the model.
CHDK raw is just a framebuffer dump, so support from third party programs is pretty limited. The programs that do support CHDK raw need to be updated for each new model.