Nikon D300 User Manual (en)

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f9: No Memory Card?
At the default setting of [Enable release], the shutter can be 
released when no memory card is inserted, although no pictures 
will be recorded (they will however be displayed in the monitor in 
demo mode). If [Release locked] is selected, the shutter-release 
button is only enabled when a memory card is inserted in the 
camera. Note that when photographs are being captured to a 
computer using Camera Control Pro 2 (available separately), 
photographs are not recorded to the camera memory card and the 
shutter will be enabled regardless of the setting chosen for this 
option.