I've had troubles in the past with SD cards. My first 2 cards were Fuji branded 128 MB cards, and both caused _untold_ problems! Up to 50% of the time, transferring a file to or from the card would corrupt it. It was almost unusable. At first I thought the first card was a dud and exchanged it for another of the same brand, and exactly the same thing happened. I then exchanged that card for my current 128MB card (Pretec brand) and _never_ had a problem with it, though it was a bit slow.
I also have a Sandisk 256MB card, and it's worked without a single problem in over 6 months. I think the brand of the card can have a major impact, and sometimes it just might be a bum card. If it happens more than once in a short period of time, really consider exchanging it for another if you can. A good card repair utility is handy too (I use Storage Tools).
I'd really like a second card slot too....maybe next device....
Craig.