Had the same problem.
DiskWriter under Parallels+Win8 cannot see the Micro SD if it is inserted as an SD card via the SD slot.
However it can detect the Micro SD inserted with a thumb drive via USB slot.
Hope this helps.
@Xdqwerty, Osu! Tatakae! Ouendan! is the Japanese version of the game, different settings/characters/songs but otherwise identical mechanics. I played that before I knew about Elite Beat Agents lol. Both fantastic games https://en.wikipedia.org/wiki/Osu!_Tatakae!_Ouendan