SD card won't work in my new phone

Hello,
i got a phone and an micro SD. memorycard chip. i put the chip in my phone and plugged my phone into the computer, and added all the songs videos pictures i wanted, i unpluggged my phone and went to see if they songs were there but they weren't and i don't understand why. i ahve tried again and again and the files always say they are on but are not! why ??? any help ???