Is there a problem with my PSP memory card?

[Enchantress]

I finally got a PSP today, and I thought that the best thing to do would be to format the memory card. I inserted the card, and selected for it to be formated. It then came up with 'no memory card inserted' which is weird, because I'd put it in, I then tried again, and the same thing happened.

I tried to put it into my computer but the computer failed to recognise it as well. Is there something I have forgotten to do? Or is this a messed up card?

thanks.