More information is needed. Have you checked to make sure that card is compatible with your camera? What it the capacity and speed of the card you are trying to use? Is this a new card? If yes, did you format it in the camera before you tried to take pictures? Instructions for formatting can be found on page 126 of the User Manual.
According to the manual CF cards, Type I and Type II CF cards can be used. The manual also specifies that camera is compatible with Microdrive and CF cards with a capacity of 2GB or higher. Source: Page 28 of the User Manual.