This is on an M2, right? Here are a few things I would check --- others are welcome to chime in if I missed something.
1. Be sure the card is already in the slot when you connect with the machine control panel.
2. After you connect, check the communications log window. There should be a message near the end that says whether it found the card or not ("SD Card failure") at connect time.
3. If it didn't find the card, the SD/MMC initialize of the card failed. Check the connection at both ends of the cable that goes from the RAMBo to the SD Card connector on the lid of the electronics box. I got the kit, and I had to try all four combinations of connections until I found the right one.
4. If it did find the card but can't find any files, then do the following:
4a. Format the card standard FAT (FAT-16 for 2GB or less, FAT-32 for 4GB or greater).
4b. Put the G-code files (and ONLY G-code files) in the root folder. (Basically, keep the card dedicated for use with your M2.)
4c. (I don't have to do this -- but try it anyway) Have the G-code files named in the old DOS naming style -- 8 character filename, all caps, with just ".G" as the extension, e.g., "MYPRINT.G". This way the firmware doesn't have to deal with Microsoft's Long-File-Name method. (I did a microcontroller-based MP3 player using Chan's "FATfs" file system C code, and it understands FAT-12, FAT-16 and FAT-32, but it doesn't use long filenames.)
Note that the M2 uses the "SPI" (serial peripheral interface) method to talk to the SD Card. There's a "native" SD Card specification that MUST be followed by all cards (if you want to use the SD logo) that uses a 4-bit-wide interface (it's faster); there's a separate spec for the SPI interface (for us hobbyists), and supporting it is OPTIONAL. If all else fails, try another brand of card. I have used SanDisk, Patriot, Memorex, and a slew of others, both full-size cards and MicroSD cards with adapters, and every one has supported SPI, but I imagine some do not -- particularly some MicroSD cards with adapters. Just use a name-brand card and you should be fine.
Let us on the board and/or MG support and/or S3D support know if you still need help.