Some users of the new iPad Camera Connection Kit have reported receiving the error message “USB Device not supported,” after connecting a camera or SD Card adapters.
This problem appears to be caused by the lack of a DCIM folder on the SD card. To remedy this issue, simply insert your SD card into an adapter and connect it to your computer, then create a folder named DCIM at the root level of the SD card. Place any photos you’d like to transfer into this folder, then reconnect the card to the iPad using the Camera Connection Kit.