Edit - sorry, didn't see the double thread where this was already answered.
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You do need a formatted media card for video. The 8330 Curve does not ship with a card. You can physically check by removing the battery and inspecting the media card slot. It requires a micro-SD card, size dependent on OS:
OS 4.2.0 Up to 2 GB
OS 4.2.1 Up to 4 GB
OS 4.2.2 Up to 4 GB
OS 4.2.2.196 Up to 8 GB
OS 4.3.0 Up to 8 GB
OS 4.5.0 Up to 8 GB
OS 4.5.0.81 and later Up to 16 GB
OS 4.6.0 and later Up to 32 GB
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Posted from my CrackBerry at wapforums.crackberry.com