Downloading wallpapers... odd quirk?

So, I like to hit zedge for a fresh wallpaper time and again. I've noticed that it doesn't list any of my folders when I try. Ie I have a 'backgrounds' folder and its not listed. Even when I tell it to make a folder, it is listed the one time and simply going into the folder and coming out, makes it dissapear.

Is it just me? Is it because I'm using the 16gb card from my 8900? Am I missing a setting? Or; Am I stuck dumping all the data from the card and re-formatting (just to see if it works)?

Thanks in advance and I love this new phone.

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