The app supports two types of recording: JPEG and H.264+AAC (MP4 container). H.264 recording is available only for Android 4.3+ devices.
If you have Android 4.4 or Android 5.x device and want to write to SD card, then root your Android device and install app called SDFix https://play.google.com/store/apps/details?id=nextapp.sdfix The app will fix the ability to write to SD card for tinyCam Monitor. No need to do that for Android 4.3 and below.
It is recommended to install free ES File Explorer app https://play.google.com/store/apps/details?id=com.estrongs.android.pop. tinyCam uses ES File Explorer for file and folder selection. New SELECT button will appear.