Fuji cameras seem to be a little fussy about how they handle memory cards. For quite a while, Fuji and Olympus used their own xD cards, which looked very much like SD cards. I think that newer Fuji and Olympus cameras all use SD cards now, but they seem to like cards that have been formatted in the camera. And sometimes, Windows computers don't like Fuji camera formatting, and you're better using the camera's USB cable to transfer photos.

I have a Canon PowerShot camera. I take the SD card out of my camera and plug it directly into my computer to download photos, and it's much faster than the USB cable for transferring large numbers of photos. When I put the SD card back in the camera, I use the camera to format the card instead of simply deleting the photos. Seems to work very reliably for me that way.

-Joe-