Samsung Intensity Micro SD Card Help?

I just got a Samsung Intensity, and a Micro SD card for photos, music, etc. I would like to if and how I can put images on my phone from my computer to use as wallpapers. I've put the card into its adaptor, and dropped photos into the folder called "Images", however when I put the card back into my phone, my phone says that the card is empty.. Is it possible to do this? And if so, how?
 
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