You're trying to save things to the SD card with a computer, or with the phone? I think the phone saves things like pictures and music to the SD card by default.
As for the computer, when you plug in the USB cable, you get a notification on the phone (in the little bar at the top of the screen). Pull the notification bar down, and you get something that asks you if you want to mount the SD card on your computer. Say yes. Then you should be good to go. Transfer things to or from your computer.
As far as I can tell, you can't transfer things to the phone's internal memory from a computer.