Unable to format sd card in RS4 adapter

Hi,

I have a DS Lite and have just purchased an SD micro card and RS4 adapter. I was told to format the card, which I did (in Windows!) I can now see that I should have formatted it in the DS itself. Problem is that whether or not I hold down the Start and Select buttons and turn on the DS I get, on the top screen, a red icon of an SD card with the word Menu and a question mark. I can go no further.

When I formatted it in Vista I used the exFAT file system and the first time FAT32.

Can anyone help me correct this?

Henry