phone memory card help please

[JOLLYLASS]

Hi everyone hope you can help , i have just bought my first phone which has a memory card slot. its samsung E250. I have tried to put the card in my PC but I get this message on windows media player " WINDOWS MEDIA PLAYER CANNOT FIND THE FILE. IF YOU ARE TRYING TO BURN,PLAY OR SYNC AN ITEM THATS IN YOUR LIBRARY THE ITEM MIGHT POINT TO A FILE THAT HAS BEEN MOVED,RENAMED OR DELETED"
Now i'm not a total technophobe, I successfully put tracks on my MP3 player via this method, so why cant I just transfer music to my new micro card??
sorry for the long post.
Thanks in advance.

[JOLLYLASS]

Update I have now bought a USB cable to connect my phone to the PC, hopefully that will work !!