Derek,
A few years when SD cards were first on the market, I purchased a 256mb Panasonic at an unbelievable cost of £79.00. I had saved 2 Folders of 20 songs to it when it refused to accept anymore. Having paid all that money and knowing it came with a 'lifetime' guarantee, I took it back to the shop and without hesitation they replaced it and I am still using it to this day albeit in my camera.
So! I'm wondering whether you have a faulty SD Card. The way to find out is to save a song direct from the keyboard. If it works then it has got to be something to do with the download and not the card. At least it will eliminate that possibility. It's worth a try at least.
Good luck! - Audrey
[This message has been edited by Audrey Turner (edited 06-14-2008).]