- When you connect to Windows, you will see your phone in the list of devices on the left side. Once you click on that, you will then see two "folders" (sort of). One will say "phone", the other will say "card". It's very clear where you are going to put your files.
- One thing about buying an SD Card - buy as big as you can afford (up to 128 GB) - I have a 64GB one, got it on sale. ALWAYS make sure that you only buy from a reputable source like NewEgg or Amazon. There are a LOT of fakes out there - DO NOT EVER EVER EVER buy one on eBay or you run the risk of it being fake and not working properly. If the price seems too good to be true, there is a reason.
- For best experience (especially if you're going to be watching movies), buy a card that's Class 10. These are higher speeds for reading and writing to the card.
If you buy the card from Amazon, be sure that it's actually sold by Amazon and not a reseller - that will be clear in the listing. I've heard stories about resellers selling "less than official" SD Cards. You will either end up with less space than you should, or the card will not work properly.
I would also stick ONLY to the big brands - Samsung, Kingston, SanDisk, PNY. They all have good warranties and customer support.
This one, for example, is what I would buy if I needed 128 GB -
http://www.amazon.com/SanDisk-Memory-Adapter--SDSDQUAN-128G-G4A-Version/dp/B00M562LF4/ref=sr_1_1?s=pc&ie=UTF8&qid=1433331275&sr=1-1&keywords=micro+sd+card+128gb
This is the one I have in my phone - it's 64GB but I don't use my phone for movies, so I don't know how much space you'd need/want -
Amazon.com: SanDisk Ultra 64GB UHS-I/Class 10 Micro SDXC Memory Card Up to 48MB/s With Adapter- SDSDQUAN-064G-G4A [Newest Version]: Computers & Accessories
You'll also see that they are sold by AMAZON, not "Bob's Electronics" (example only, no offense to Bob. LOL)
Good luck! Don't cheap out on the SD Card... you'll only end up spending more money in the long run.