I would shut the computer off before installing/removing a PCMCIA device. I don't think its as versatile as USB devices where it gets configured on the fly, and even some of those do not like being installed in a brand new system without a previous installation of a driver.
I'm just going by personal experience.
Also check your PC BIOS in case that port has been disabled.
First you get good, then you get fast. Then grouchiness sets in.
(Note: The opinions expressed in this post are my own and are not necessarily those of CNCzone and its management)