Sony memory sticks are very picky.
It is likely that the camera is just not going to support the sd card adapter. You will have to get the actual sony memory stick and a reader for your computer.
Sony's memory stick works great if you have a sony camera and a sony card and a sony viao laptop to plug it into. Otherwise you start running into issues like you are having.
As stated, I would look for a sony memory stick reader that has good reviews and get that as well as obviously a sony media stick