I know that some older devices can't use the newer HD SD cards. What kind of SD card should I buy for this player?

A few things come into my mind. Are you using a card you did use before? If so, your card can't be blamed. If not, make sure you are using the right SD cards. Only a few years ago we only had MMC and SD, but with the growing capacity, there came new SD cards. These cards can't be used in older equipment. So the new cards like SDHC and SDXC need newer devices (cameras) to be able to work. They used to sell SD cards up to 4Gbyte, but now you only see 1 GByte SDHC cards. And your camera has to be compatible. I a could not check your camera, because I don't know brand nor model. Then be aware you should not format the card in any other camera or device, not even the same camera from your friend. Please try to format the card, when it is compatible with your camera. Newer cameras, made for the SDXC cards can use all SD cards.

Are you sure it is an SD card and not an SDHC, or SDXC card? because older devices can't use newer cards. Newer devices, can use older cards. SD was up to 2 Giga Byte.SDHC is up to 32 Giga Byte. SDXC if everything above 32 Giga Byte.
But be aware even the newer 2 GB cards come as SDHC, and can't be used in the older cameras (or devices)
Most Android tablets can't work with SDXC (only the newest can)

I know it's a simple thing but make sure the switch on the SD card is set to "write". Also, I'm not sure of the age of this item, but some older devices can't read the newer SD cards over 2 GB because they are not hardware compatible with the larger devices.

A couple of things to look for. some newer SD cards are SD-HC and not compatable with older equipment. The second thing that could be causing the problem is the card hasn't been formated for the phone/mp3 player/touchpad. Your device should have a way to format the card in the settings and options section. After formating with the device the card should work fine.

It could be that the devices into which you inserted the SD card are not designed to accept SD cards of that type.
There are 3 SD card types: SD, SDHC and SDXC. If the SD card size is 4GB to 32GB, the type is SDHC, and if the card is larger than 32GB, it is an SDXC type.
Newer devices will accept SDHC and SDXC cards, but older devices may not be able to read those SD card types. You should be able to check the specifications of the devices you are using by looking on the device manufacturer's web site.

Newer cameras may have SDHC cards - these have a high capacity. Older computers can't read the newer SDHC cards - they can only read the old SD Cards. The SD card and SDHC cards look exactly the same. The SDHC card will probably say "SDHC" on it somewhere. Fortunately you can buy a USB SDHC card reader for a computer for around £2 on amazon. I would buy one of those. You could search the internet for "usb sdhc card reader".

Your problem is that your camera only takes standard SD cards up to a maximum of 2GB. The card you have bought is likely to be a 4GB SDHC model. SDHC is a later development of SD; SDHC compliant devices can still use older SD cards, but SD-only devices cannot use SDHC. This is a hardware limitation so there is no way at all to use an SDHC card in your camera.

Note that if your 4GB card is definitely an SD and not an SDHC then it's still incompatible with your camera: very few standard SD devices were ever made with the firmware and hardware to handle the different memory addressing architecture used by the larger capacity card. Some cameras did have firmware updates to allow the larger SD card to be used, but yours is not one of them.

Your only fix is to sell your card (or keep it for another device) and to buy a regular SD card no larger than 2GB maximum capacity.

I trust that my reply has answered your question fully, please take a moment to rate my answer.

Yes, i t should be unless it is a SDHC Card which it should not be as SDHC cards have minimum 4 GB capacity. For more info:

The older SD (secure digital) cards had a maximum capacity of 2GB. The SDHC (secure digital high capacity) cards can go to 32GB. Devices that support SDHC will say so in their specs and they will also read older SD card. Older devices that use SD cards will NOT use SDHC.

"SDHC (Secure Digital High-Capacity) cards are flash memory cards with a minimum capacity of 4GB (gigabytes). SDHC cards provide removable memory for compatible digital devices including cameras, camcorders, PDAs, MP3 players and more.

Yes that's correct newer SD Cards use faster memory chips that are not always compatable, not just with this unit but you can have the same problem with cameras and other MP3 players as well.

The PVR-H140 is quite old now so stick to the older type cards, oh and they dont like being hot swapped, this can cause a shutdown or driver corruption, insert them before turning the unit on.

Sadly the Micro Drive based newer players/mini external HDD's Etc. use a different kind of Micro Drive to a standard CF Micro Drive. 
This comes as a result of people buying Zen Micro's and striping them as a cheap way to obtain a Micro Drive.
Only Micro Drives and CF cards designed to be installed at point of manufacture will work in a device like this, a standard CF card or off the shelf Micro Drive will not.
Sorry.