What's wrong with my SD card in my digital camera?

It shows the files perfectly on my camera ,but when I try to load the card into my computer it claims they are corrupt of damaged. I can only load them in using my usb cable ,but now I can't find it. Why would the connection used make the situation different if the files were damaged or corrupt?

I'm afraid to format..what will happen
I don't want to lose those pics and video forever!

you need to find that cable. if it also says theres a problem, the card is corrupted or damaged..and i would then try to format it..and take a pic and see if it goes ..before taking any important pics. another option would be to take that card to a photo place or a freinds place and see if it loads there.

try formatting the memory card