I got a used Sandisk 8gb SDHC from eBay, and put it in my kp500, but it wouldn't work, so I formatted it on my PC,
(windows XP) and tried it again... and it worked
Umm... Try formatting it to FAT32 on your PC, make sure the power is off on your cookie, put the card in, and if you're lucky, it might work.
There shouldn't be any difference at all between 8gb and 4gb....
If your PC doesn't recognise the card... then the card is faulty.
If your PC recognises it but the cookie doesn't, try formatting it, if nothing happens, your cookie could be faulty, or your PC doesn't format correctly.