How to best copy large files to an sd card?

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http://askubuntu.com – When copying large (or even files of a few KB) to an sd card from ubuntu 10.10, the files appear to be there but when i access the card from another device, the files are either missing or 0 bytes in size. I suspect that the problem is that it takes time for the files to copy to the card and I'm taking it out too soon but there is no progress bar - im just doing it from cmd line. And it even happens when I cleanly eject the card. Is there a preferred way to do this so I can know that the files are copied? (HowTos)