By default, PM is set up so it won't allow you to work directly on a memory card. Not only is this slow, it is also very risky; the chances of something going wrong and you losing your work are much higher than when you work on e.g. your hard disk. You can change the settings in PM so it will allow you to work on memory cards directly, but I really suggest you ingest the memory card to your hard disk and work from there.