There is an step by step manual, how to transfer large collections to prime devices (in german). It also should work for sd cards as well.
Just copy first you whole folder structure with your music to the sd card (with normal transfer tools, such as windows explorer or apple finder)
than open it (with prime in computer mode) in Engine Prime. Drag all folders one by one to your collection.
(because all music files are still on sd card, engine prime doesnt change the folder structure but analyses it´s content and insert it to the database.)
its faster, imo.