DFR0299??

I'm trying to connect your DFR0299 to an Arduino Uno. The only thing I get from it is motor boating noise. I have it connected as shown in the PDF and am using the Mini library. The errors I get are Please recheck the connection and please insert the SD card. I have 8 mp3 files loaded to the root of the SD card each with a name 00X.mp3. What else do I have to do to get this thing working??

Thanks.