Have you applied the latest "firmware" update? The initial firmware had a problem when writing to the SD cards. Sorry, but I can't remember the specific card writing issue, but it is explained at the Nikon firmware download webpage. Link is below.
Added: There are many "fixes" to the firmware, but the two I've listed below may fix your issue.
Modifications enabled with B firmware Ver. 1.03 ... •An error where the card may not have been recognized when some memory cards were used has been addressed.
•The setting for Role played by card in Slot 2 may change between Overflow, Backup, and RAW Slot 1- JPEG Slot 2.