Did you install the drivers first, before inserting the card? To do this, you should ensure that your Pocket PC is connected via ActiveSync so that the installer that runs on the PC can transfer the drivers over problem-free. Sandisk also bundle a mini-installation guide with their drivers to help you along the way.
If all else fails, see if the
Socket drivers work. It
definitely works with the Sandisk card, but of course, it wouldn't be covered by Sandisk support.