You may not be inserting the SD card in far enough for it to properly lock into place.  Use a fingernail or the side of a coin to push the card in past flush until you hear a clicking sound.  Here is a quick instructional on correct insertion and removal of the card:

  • You want to look at the camera with the lens facing up and 'HERO' logo on the bottom right...
  • Insert the memory card with the metal contacts going into the slot first and away from you.  In other words the SD card label should be facing you when you insert it this way.  You need to push the card in past flush to have the spring mechanism secure the card into place.        
  • To get the card out of the slot, push the card in past flush and then the spring mechanism will release it.  

 

If you have continued issues with proper insertion and removal of the SD card, please contact GoPro Customer Support for further assistance.