I don't have am Aura, but, I think the answer is that the external SD card does work. The device has been around for to long for us not to have heard screams if it didn't. Plus, I am sure I have seen mentions of it working.
The "please format" message is fairly common on both my Glo and Touch. Generally, it means I hesitated a little when inserting the card so it didn't connect cleanly. But, usually, the card and books are actually recognised.
What sort and size is the card? Also, what happens if you power off, insert the card and turn on?
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