I have just purchased Lexar 4GB Micro SD card with a Micro SD adapter, to use in my MP3 player.
With the card in the adaptor, it is not recognised by my computer, but when I put the actual card in my MP3 player, and then download my music onto it, it works perfectly well.
Could it be that the adaptor is faulty in any way?
Install the drivers for it, if theres a disc that came with them it should be on there, if not when its plugged in windows should automatically search for them, it normally comes up with a box saying something like "Locate automatically'' or ''Browse (advanced)''
If you pick search automaticaly and it cant find anything, unplug it and plug it back in, this time picking the advanced option, and look on the CD.
When you say it's not recognised by your computer, what card reader are you using, is it SDHC compatible, all SD cards over 2GB are SDHC (I believe) and older card readers won't read them. The MP3 player is probably acting as a compatible reader which allows the computer to see it.