Sony DCR-PJ5 Handycam Operating Manual page 15

 Changing the recording media (DCR-SR21)
In the default setting, both movies and photos are recorded on the internal hard disk. You can
change the recording media to Memory card.
 [Show others]  [MEDIA SETTINGS] (under [MANAGE MEDIA] category) 
[MOVIE MEDIA SET] or [PHOTO MEDIA SET]  desired recording media  [YES] 
.
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