Welcome to MobileRead and this forum!
Your question was/is a smart one -- not all devices can handle all sd cards. I saw the microsd card I think you mean on Newegg. It warns that you need to be able to use an SDHC card, which the PE can. And this one comes with an SD adapter, which I think is great! I'm tempted to get one myself.
Here's a good discussion thread if you have more questions: http://www.mobileread.com/forums/sho...highlight=sdhc