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We need to see your code and a schematic
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I´m using the code as described.
For all I know the examples may have changed between releases of the IDE so my copy may not be the same as yours and/or you may have changed the code in some way, possibly accidentally, and we have no idea how you have connected the SD shield to the Arduinos (it should be different depending on the board used) , which SD card adaptor you have, which version of the IDE that you are using or which OS you are using. Any or all of these could be factors in the problem so please bear with me and give more details
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As an example of the problem caused by you not giving full details, when I look at File>Examples>SD I don't have one called "SD card test" so I have no idea what sketch you are running
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We are getting closer
How is the anonymous SD card reader connected to the Mega ?
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