Console accepts FAT 16 formatted SD cards not FAT 32 or SDHC cards! (found that out the hard way). MACs default formatting to FAT 32. In order for it to work, you need to format "SD" card in FAT 16.
There is a way to do this, Apple forum has a way to do this using Terminal on your MAC. I did this and works fine.
Also, my shows "saved" on SDHC or FAT32 cards did not actually save....(found that out the hard way too.)
Learn from my mistakes!
P.S. read the manual and release notes very carefully, it will also help.