On all AirSense 10 and AirCurve 10, there is a LED next to the SD Card slot indicating when to remove or not the SD Card. When the LED is flashing, you need to wait for the device to have finished using the SD Card. You can then safely remove the SD Card once the LED is off.
I'm not sure I entirely understand your post, especially the question at the end.One reason SleepyHead might be saying there is no new info could be that, after the last time you downloaded from your SD card into SleepyHead, you left the SD card locked. If the SD card is locked and you put it back into the CPAP, the PAP will not be able to write new data onto the card.
For those who use PCs, the SD card apparently does not need to be locked before inserting the card into your computer's SD card slot. I use a Mac laptop and MUST lock the card first, or Mac, an otherwise delightful fellow, will try to write a bit of code onto the card and mess things all up. So I have to remember to LOCK card, then insert into computer to upload, then eject card, UNLOCK it, and reinsert into the PAP machine.

Why Use A Cpap Machine
Does that help at all?
As for the download: into SleepyHead, you will get all kinds of data, most of which unless you are a respiratory tech or sleep professional -- OR a very-well-educated consumer -- you will not know what to do with. MyApnea is hoping at some point to have some info here about how to look at SleepyHead data; there are other forums on the web where some people have become quite expert at it and will offer help (at your own risk); but basically it will tell you what the MACHINES are flagging (there will be more things happening than the machines will flag...). ResMed does not flag 'RERAS' and Respironics does -- in SleepyHead -- but all will show apneas, hypopneas, snoring, mask leaks etc. The most important thing is the breathing waveform -- it looks like a black squiggly line all night -- and that, like the other horizontal band charts, is expandable so you can see down to the seconds exactly how you are breathing. You also see when things happen in relation to each other: mask leaks happening and triggering an apnea, for instance...
This is all a lot of info. But if you learn it, you will be able to tell what behavioral, pharmaceutical, and/or even dietary changes you make that hurt and help your sleep. It has made a huge difference for me, and I am in NO way a well-informed or skilled user.

Prices For Cpap Machines
good luck.