There are many threads on how to do a firmware update, please search for them as they have a nice detailed instruction list. Its probably a good idea to start here, but you should use a reliable SD card for it. Its an easy process that a lot of people do often. If you use a properly charged battery and follow the instructions, everything will be okay
What SD card is giving you problems? Is this a new SD card or has it worked properly in the past? Is it SD, SD XC or SD HC? Can you try using it in a different camera? And can you try using a different card in your camera?
Edit: Make sure the card is not "locked" (there is a switch on it). If all of this doesn't fix your problem or show you what exactly the problem is, I suggest getting another card from a reputable brand like Sandisk. From a proper store, not online. SD cards can be fickle and its even possible to get a counterfeit if you buy online. Getting a reliable, fast card (or two!) saves a lot of headaches.