USB device not supported iPad

I just bought an IPad camera connection kit yesterday. I was very excited to go home after purchasing it, but to my dismay upon connecting it to my iPad I received an error, that the attached USB device is not supported.
I am really disappointed now, and I really think that I just wasted my money.
If anyone here can help with my problem, I would really appreciate it.

The attached USB device is not supported.
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