Help Cannot connect Phone to PC to access SD card

[SayItAintSo!]

sorry for being ignorant..but when i connect my phone to the computer and I double click on the external storage icon i get the following message " Please insert a disk into a Removable disk", i thought that the contents of the sd card can be browsable. Is there something I am missing. My phone is as is from the store.

 

[SayItAintSo!]

The way to transfer media is in this website:
How to Transfer Files to Samsung Fascinate Memory Card | New SamSung Phones

sorry for being ignorant..but when i connect my phone to the computer and I double click on the external storage icon i get the following message " Please insert a disk into a Removable disk", i thought that the contents of the sd card can be browsable. Is there something I am missing. My phone is as is from the store.