Just got Pentax K-30, has no SD card? Isn't that something it needs to operate?

Copy your photos to the SD card in the camera. http://www.pentaximaging.com/files/manual/OptioS5z_web.pdf p. 136
Transfer all photos to your computer from your SD card, and then put the card back into your camera. Try looking through your manual to see if there are any other settings that are required in order to save photos to the memory card.

Did you format the card in the camera before using it?

here is a list of compatable memory cards
http://www.4allmemory.com/index.cfm?fuseaction=search.memorySearch&model_id=42425
.. any SD or MMC card should work up to 4 gb ... so your 2gb should be ok .. i suspect that it may be damaged .. you can try formatting it in a USB card reader if you have one on your computer .. some laptops have the SD slot built in .. there was some compatability issues with memory cards for older cameras but there shouldnt be any with such a new machine .. make sure the contacts are clean and the "protect" switch (if any) is in the unprotected mode .. when you format the card it may take several minutes so give it time .. if you are going to take movies then its better to use a "high speed" SD card .. like the 133x mentioned in the above URL .. slow memory may cause missed frames or 15 fps instead of 30 fps record rates.. .
the specs on your camera do show SD and MMC compatability .but they dont show any brand preference .. .

The sd card is to big go for a 2gb ted10

I've used Sandisk Ultra II 512M cards, a PQI 1G and a Transcend 1G card (all high speed rated) in the *istDS. I've done about 1500 exposures now, many RAW, and have done several rounds of upload to my computer. No problems at all. These same cards work flawlessly in a Panasonic FZ10 as well. Either you have had a bit of bad luck, two defective SD cards in a row, or have a *istDS with a stuck or bad memory card controller. Try using the Reset command in the Set Up Menu, see if that helps. BTW, always format SD cards with the camera once before you start using them.

To achieve MPEG2 video performance, large amounts of data must be written to the SD Memory Card in real time. The read and write speed of the SD Memory Card may differ from manufacturer to manufacturer, so we recommend using Panasonic SD Memory Cards with the high-speed transmission rate of 10MB per second (SD Memory Cards that are 256MB* or higher have a transmission rate of 10MB per second). FINE Mode recording (High image quality 704 x 480 pixels) recording requires an SD Memory Card that is 256MB* or higher. NORM Mode recording (Normal image quality 352 x 480 pixels) recording requires an SD Memory Card that is 32MB* or higher. *Usable capacity will be less. The use of SD Memory Cards other than the ones mentioned above may result in the following error message: [This card cannot record in MPEG2 mode.]

To achieve MPEG2 video performance, large amounts of data must be written to the SD Memory Card in real time. The read and write speed of the SD Memory Card may differ from manufacturer to manufacturer, so we recommend using Panasonic SD Memory Cards with the high-speed transmission rate of 10MB per second (SD Memory Cards that are 256MB* or higher have a transmission rate of 10MB per second). FINE Mode recording (High image quality 704 x 480 pixels) recording requires an SD Memory Card that is 256MB* or higher. NORM Mode recording (Normal image quality 352 x 480 pixels) recording requires an SD Memory Card that is 32MB* or higher. *Usable capacity will be less. The use of SD Memory Cards other than the ones mentioned above may result in the following error message: [This card cannot record in MPEG2 mode.]

To achieve MPEG2 video performance, large amounts of data must be written to the SD Memory Card in real time. The read and write speed of the SD Memory Card may differ from manufacturer to manufacturer, so we recommend using Panasonic SD Memory Cards with the high-speed transmission rate of 10MB per second (SD Memory Cards that are 256MB* or higher have a transmission rate of 10MB per second). FINE Mode recording (High image quality 704 x 480 pixels) recording requires an SD Memory Card that is 256MB* or higher. NORM Mode recording (Normal image quality 352 x 480 pixels) recording requires an SD Memory Card that is 32MB* or higher. *Usable capacity will be less. The use of SD Memory Cards other than the ones mentioned above may result in the following error message: [This card cannot record in MPEG2 mode.]

To achieve MPEG2 video performance, large amounts of data must be written to the SD Memory Card in real time. The read and write speed of the SD Memory Card may differ from manufacturer to manufacturer, so we recommend using Panasonic SD Memory Cards with the high-speed transmission rate of 10MB per second (SD Memory Cards that are 256MB* or higher have a transmission rate of 10MB per second). FINE Mode recording (High image quality 704 x 480 pixels) recording requires an SD Memory Card that is 256MB* or higher. NORM Mode recording (Normal image quality 352 x 480 pixels) recording requires an SD Memory Card that is 32MB* or higher. *Usable capacity will be less. The use of SD Memory Cards other than the ones mentioned above may result in the following error message: [This card cannot record in MPEG2 mode.]

To achieve MPEG2 video performance, large amounts of data must be written to the SD Memory Card in real time. The read and write speed of the SD Memory Card may differ from manufacturer to manufacturer, so we recommend using Panasonic SD Memory Cards with the high-speed transmission rate of 10MB per second (SD Memory Cards that are 256MB* or higher have a transmission rate of 10MB per second). FINE Mode recording (High image quality 704 x 480 pixels) recording requires an SD Memory Card that is 256MB* or higher. NORM Mode recording (Normal image quality 352 x 480 pixels) recording requires an SD Memory Card that is 32MB* or higher. *Usable capacity will be less. The use of SD Memory Cards other than the ones mentioned above may result in the following error message: [This card cannot record in MPEG2 mode.]