What should happen here is:
You need to enable media card support: options>advanced>media card. You also need to select a mass storage mode options (yes, no, prompt.)
Pull the battery on your device and install the card. When the device powers up you may or may not see a message indicating a media card was installed and it may ask you if you wish to format it.
When connecting the BB to your PC you should receive a prompt on the BB asking if you wish to enable mass storage mode. You do. If you have a device password you will need to enter it here.
You should now have DLA to your media card from your PC.
Treat your password like your toothbrush. Don't let anybody else use it, and get a new one every six months.