Make sure you select the correct drive letter corresponding to your SD Card.

You may optionally uncheck the "Quick Format" box, then click "Start".

• When completed it should display "Done"
• If you get an error indicating the device is in use, try again after first closing all of your file explorer windows, even the ones that weren't browsing the device.
  

Click the "Close" button.
At this time you should copy the files ModMii downloaded to your SD Card.