Memory Card A Corrupt?

[stealthtrojan]

Hi, I just downloaded Dolphin today (from emulator-zone) and whenever I try to play Windwaker, the game tells me that:

Quote:"The memory card in slot A is corrupted and needs to be formatted. Would you like to format the memory card now?"

So I select yes, and it tells me that

Quote:"The memory card in Slot A cannot be used with this game."

Then it tells me

Quote:"The game cannot be saved. Would you like to continue anyway?

I select yes. then the cycle repeats.
When I go to the Dolphin\User\GC directory, there are no memory cards. How do I make a memory card?