The site http://www.raspberrypi.org/quick-start-guide says:
You will need an SD card with an operating system preloaded before you can boot the Raspberry Pi. A brand-name (not generic) Class 4 card of 4GB or more is recommended. To obtain an SD card image, and for instructions on how to flash an SD card from a Linux or Windows PC, please refer to http://www.raspberrypi.org/downloads.
Which SD cards are compatible with the Raspberry Pi?