I bought a 12€-USB-ExpressCard-Reader for reading sxs-cards. But it doesn't work! The sxs-card doesn't show up. Is the reader damaged? Or do I need the pricy reader from Sony? But if I need the Sony-Reader, why does it work with the built-in-reader from MacBookPros?

SxS cards don't work in the USB bus. They need to connect to the PCIe bus.