Micro SD card reader and Arduino - why no initialisation of card?

I wish someone could help me with the following problem:
I have attached a micro SD card reader (CATALEX) to my Arduino card and tried out a program according to Arduino Tutorial. However, I get error message - "Initializing SD card...initialization failed".
I have tried attaching card reader CS pin to Arduino pin 4, 8 and 10, respectively, however, with same error message. What am i missing?
Best regards,
Kenneth Lundkvist
Sweden

link to SD card reader?

Is it built to handle +5v? (ie: lever shifting?)

I believe SD card work under not only +3.3v working voltage, but also +3.3v logic ....

Does it have a level/logic shifter? are you using a voltage divider on it?

maybe try a different SD card as well? (not all working equally as well)

Improper formatting? There is a sticky about this on this forum