When you connect the phone to your computer, there will be a list to choose from. If you miss it, bring down the statuses pull down menu and tap what is defaulted to "Charge Only". Select "Disk Drive" then "Done". Note that this will disconnect the SD card from your phone so you can make changes to it. After a couple of seconds, you should see two drives on your computer (depending on what OS and how it is setup, you will see two dialog boxes popup on 7, Vista, and I am assuming XP. They should be in your My Computer otherwise, or on a Mac, should have two icons appear on the desktop). The first drive letter alphabetically is the phone onboard memory. The second is the SD card.
Do your magic.
When done, on your phone, bring down the statuses pull down menu, and select "Charge Only". You will see phone "Preparing SD card" and go away. Your phone can now see the SD card.