Corrupt SDHC card?

I got a new digital camera with an 4GB sdhc card. When I try to open the images on my desktop, most of the images show however some of the pictures are corrupt. Do I need to get a new card or is it something with my camera?

 

merlinone, do you use a card reader, or by cable direct from the camera. Are the pictures showing ok on camera replay.

 

I have tried their format option and that has not resolved the issue. I use 2 different ways to read the card. On my laptop there is sd card port where I can stick the card in. My desktop does not have an sd card port so I bought a usb adapter for the sdhc card. On the camera replay it shows the photos but the ones that are corrupt takes a while to load and when it does it looks as though some of the pixels are out of place and makes the photo blurry. On windows when I open the file it states that the file is damaged or corrupted and cannot be opened. On windows explorer when I view the photos, the ones that are corrupt have "date taken" as blank.