Unlocking the extended rom will do you no good. Thats a seperate area all together. Your SD card should have a small tab that slides back and forth; this should be the lock. Slide it and re-attempt. If you are unsuccessful here, try formatting the card but first verify it is in the UNlock position.
Read this for help on formatting:
http://www.calcsandmore.com/tc/sd_cards_format.htm
Once you reformat, re-insert and try again.