I had this problem with my first Curve, but it turned out to be MY fault. When I bought the card in Best Buy, the guy goes, "Want me to put it in for you? It's a bit tricky" But my ego kicked in and I brushed the guy off. Then I sat in my car for like 10 minutes and couldn't get the metal clip to close. Finally I went home, came on here and read a post that pointed out that you need to insert the card into the metal clip BEFORE you close the clip and lock it in place. It's not like the SIM clip that shuts down on top of the card. With the MicroSD clip, you insert it into the metal - THEN you shut the metal clip and lock it.
Are you sure you locked it in right?