Welcome to the wonderful world of Axim and SD cards...
At this adress (
http://freespace.virgin.net/jon.crawford/index.htm) , you can find a description of the problems plaguing Axim with many SD cards, as well as a test aimed at showing if your particular card is subject to the problem. Dell is supposed to soon have a patch ready from what I've heard, and Sandisk (if it's your brand) has a new variety of card which works.