This can be changed using D SAVE DATA SET-UP > x CARD SLOT SETTING. At default settings, photos are saved to the card in the second slot only when the card in the first slot is full. The camera can be used with two cards, one in each of its two slots.
Wait for the card to cool before removing it. If the camera displays a p icon, the memory card may be hot to the touch. Suddenly removing your finger from the card could cause the card to fall from the slot.
