How to transfer a picture from camera memory onto the SD card?

How to transfer a picture from camera memory onto the SD card?

I took a picture with my camera - not realizing that I didn't have my SD card in. I do not have the cord to transfer photos onto the computer. Is there any way I can put the picture from the camera memory onto the SD card? Is there a transfer option for this on the camera? Worried because now the picture is just "stuck" on my camera :( Help.