What is my camera doing?

My Nikon S200 is taking pictures, then showing the picture after it's taken- but when I put it in "play" mode to look at my photos, the ones I just took aren't on there. New battery, memory card has plenty of room. The camera has worked fine before, the only thing different is the new battery. The camera was powered off when I changed out the battery and reinstalled the memory card.

Try a new memory card
format it first before using it
the manual tells you to do that