When you ordered a Samsung Galaxy S3 its already have a preloaded 32gb class 10 additional microSd card, an external memory on the phone. Some users prepared additional space so that they can store more files since Samsung Galaxy S3 is upgradeable up to 64gb extenal microSD memory card.
So, it needs to be formatted first when you put it into your Galaxy S3 before you can store anything to it, just make sure that you have purchased a compatible card that exactly works on Samsung Galaxy S3.
You can grab the SDXC formatter with exFAT support at https://www.sdcard.org/downloads/formatter_3/
This guide shows how to format the microSD card once you firstly mount the external sdcard on your Samsung Galaxy S3 phone's memory card tray.
1. Press the 'Home Menu'.
2. Choose 'Settings'.
3. Scroll down to the bottom> Tap 'Storage'.
4. scroll down to the bottom> Tap 'SD card'
5. Tap 'Mount SD card'
6. Tap 'Format SD card'
7. You'll be then prompted with a message
Data cannot be recoverred after SD card is cleared. Continue?
8. Just Tap 'Format SD Card' button
9. Finally Tap on 'Erase SD Card' button to start the erase process.
10. That's it!
You will then see a total available space of your newly formatted SD card. You can now add or store more files as you want on your Samsung Galaxy S3 externalSD card.
It would appear that the recent firmware upgrade withdrew support for the exFAT file system. Reading around, lots of people have reported problems with exFAT on the S3 (see the http://forum.xda-developers.com wesite). It was from this site that I got the solution....
FAT32 is the way to go (yeah it's got a 4Gb individual file limit, but I'd rather have 64Gb of storage than a 'dead' card). As I reported above, the Windows 7 command line tool will not format a 64Gb card to FAT32. The solution from the xda site above is to use this tool: http://www.ridgecrop.demon.co.uk/index.htm?guiformat.html
(click on the screenshot to download, not the 'Download' link)
All I have to do now is put all my data back on the card!!!