pretty much what pileot says, but im adding a bit..
i had a 30d, and currently have a 50d and used the cf-card adapter for sd(xc) class 10 cards.
i haven't had any issues with pictures,
but, even in my 60d (which takes sd cards straight) i have an issue with Transcend cards (sdxc 64gb class 10) that will start a video, but cannot do it in upper HD settings, (60fps), and i get errors...
it works for pictures just fine, and even high speed fast rate, but i would recomend a name brand ultra or PRO series (like my sandisk) type....(which are only 16gb, but still class 10, and not one issue yet)...
also, the cf-card adapters are in versions now...
i have a version 3, and a version 4..... both work perfectly.
hope that helps