I unplugged the scanner and removed the batteries and I still get the error message
Do you have a card reader?
If so, use the reader, and the SD card formatter software (
download link) to format the card. Use the "overwrite format" option instead of 'Quick Format' to do a thorough job of finding (and excluding) bad sectors on the card.
If you don't have a card reader, you can find one under $10 on
Amazon as well as stores such as Best Buy and probably Walmart. The scanner came with a 4gb mini-SD card. That size is sometimes hard to find, You'd be able to find an 8 or 16gb card more easily. It wouldn't hurt to get a new card. The only advantage for a larger card is if you want to record and save more audio files.
Regardless of whether you are going to format, then re-use, the existing card, or switch to a new card, you still need to use Sentinel to initialize the card for use. In the Sentinel version for the HP-1 & -2, Use the "Clear User Data" line under the drop-down Home Patrol menu to initialize the card for use, and load the database.

Once you've done the setup, use Sentinel to load your Favorites list(s) to the card for use.
If, after setting up a new (or fully formatted) card, you still get a card error from your HP-2, then it may be an issue with the card socket on the scanner itself.
(Note: A couple of times, I've used a digital camera (not a cell phone) that had a 'format card' option on it's Utilities menu to resuscitate a cranky card.)