Eye-Fi card: Where does it store data on Android?
According to this article you must be able to select the local location as well as remote service (which is default setting):


  Settings of the Eye-Fi card such as wireless network access, selecting
  upload location on local computer and configuring photo sharing sites
  is done through software called the Eye-Fi Center which is available
  for both Microsoft Windows and Mac OS X. Recently mobile access (in
  beta) has been added via a browser.