How do you set your pictures when you take them, to store on you sd car?
It's in Camera settings. Start the Camera, Slide open the bar on the bottom left. Click the settings spoke wheel (first on the left) and Storage location can be chosen from there.
To be a little clearer, hopefully, follow the instructions from LT* then: choose internal storage or SD card.
Now keep in mind that on D3 you have a built in SD card (read internal storage) if you have installed your own SDcard the you also have an external SDcard. In file explorer (ASTRO...or whatever) you will see SDcard(internal) and an SDcard-ext(your self installed external SDcard).
I hope this helps someone.
Im sorry my earlier post was not clear enough.
Camera setting "internal storage = sdcard (the built in one)
Camera Setting "SD card" = sdcard-ext (the one you had to install next to your battery)