2. Follow the instructions here, using the "Windows: Case #2" method.
3. Go to the bottom of this page and download one of the firmware versions.
4. Copy it to the card.
5. Remove the card from the card reader and lock it with the little switch.
6. Put it in your S5, turn the camera on and enjoy.
I'm not trying to be mean, but these steps are the sorts of things needed to use CHDK. If this is above you, then CHDK probably isn't for you.
dng4ps2 does write the exif properly. You must have the jpeg in the same folder as the raw file. dng4ps2 will show you in the file list that a jpeg has been found.