SD Card Problem!

I am a new user.  I purchased a 1GB PNY SD card.  I was able to store the SFML software onto the card and also successfully do a software update from the SD card in the console.


However, when I try to Save a show, it says "Error: Card Write Protected?"   The card is NOT write protected though.  The switch on the card is in the correct position, and in a computer I am able to write to it.  It is in FAT-16 mode.  Again, the software update from the SD card works fine.