If the SD card is formatted to FAT, there will be a file size limit of 4Gig (for any single file) and a limit on the number (if I remember right 253) of root files/folders.
Try creating a folder and then copy the files into it (there is no limit on the number of files in a folder).
I'm a novice- how do I know how the SD card is formatted? Formatted in the camera?
Where do I create the folder? In MY Pictures?