Well, it is really going to depend on where the SD card was used before, and how it was formatted.
If you are trying to move files from another device (computer, tablet, other phone, etc.,) over to the new phone by just putting it all on the sd card, and moving the sd card from one device to the other, then this is why you are having problems. The original device could have encoded the files, they could have been written on the card in a format that isn't recognized by the phone, etc.
If coming from any device other than a computer, your best bet is to put the card back in the original device, connect the original device to a computer via USB and move the files to a folder on the computer. Then you can connect the phone to the computer via USB and move the files over to the phone. If the files you put on the SD card are already on a computer, then you just need to hook up your phone to the computer and copy them over via USB.
This is the best way to get it to work. Taking the SD card and putting it in and out of different devices is not a good way to handle file moving. It leads to data issues, formatting issues, encoding issues, and will damage the card faster.