Need help with Setting up SD2Vita

Now before I continue this I saw the video by moredrugsmore3somes and that was well and good, BUT his video covered backing up from a Vita Memory Card to an SD card and I don't have an Vita Memory Card. All i have is the SD2VITA adapter and I went through the steps of setting it up with the blankzz.img and windisk32 manager and I installed the adapter, but yet since there is no Molecular Shell I can't get anything set up and Now I wonder if I need a Vita Memory card just to get started with SD 2 Vita and installing Henkaku.

PS Yes I do have a Micro SD card I'm using a 128 GB one and I have FileZilla Loaded up on my PC I just can't do anything to connect my VITA to it to allow me to use it.