Yeah, you'll want to get a either a card reader w/mini-SD or a mini-SD adapter (shocking you didn't get one with yours, it's fairly standard).
You'll want to throw it on your computer:
1) back up the files (if possible)
2) Run Windows ChkDsk on the card to find any errors (there probably are)
See if that fixes it. If not, after step (1), you'll want to re-format the card and copy the files back over. That
should fix most problems.
It sounds like you have either a bad sector or corrupted file somewhere.
More information on storage card maintenance can be found
in this thread. I'm a big fan of once every other week or so using ChkDsk and defragmenting
.