Well. Used WMI class "Win32_PnPEntity"; maybe there's a better way I am not aware of - Please mind me beeing still beginners level at com stuff...

This alias will list all plugged devices to a @window - it did so on my system, at least smile . Its Purpose is to determine the "internal" name of your player...
Code:
alias win32.com.PNP.list {
  if (!@window(@PNPdevices)) { window -t3,25 @PNPdevices }
  if ($com(win32.Locator)) { .comclose win32.Locator }
  if ($com(win32.Services)) { .comclose win32.Services }
  if ($com(win32.Instances)) { .comclose win32.Instances }
  .comopen win32.Locator WbemScripting.SWbemLocator
  if ($comerr) { .comclose win32.Locator | return }
  .comclose win32.Locator $com(win32.Locator,ConnectServer,3,dispatch* win32.Services)
  if $com(win32.Services) { .comclose win32.Services $com(win32.Services, InstancesOf,3,string,Win32_PnPEntity,dispatch* win32.Instances) }
  if $com(win32.Instances) {
    var %instance = 1
    while ($comval(win32.Instances,%instance,name)) {
      aline @PNPdevices nr: %instance $chr(9) name: $ifmatch $chr(9) manufacturer: $comval(win32.Instances,%instance,manufacturer)
      inc %instance
    }
  }
  .comclose win32.Instances
}


Now, assuming your Audio Player is part of the list above, you can slightly modify this loop to return $true or $false depending on your players' plugged status...
Code:
alias win32.com.playerstatus {

  ; successfully tested with my USB-stick - fill in the name of your device
  var %devicename = SONY Storage Media USB Device

  if ($com(win32.Locator)) { .comclose win32.Locator }
  if ($com(win32.Services)) { .comclose win32.Services }
  if ($com(win32.Instances)) { .comclose win32.Instances }
  .comopen win32.Locator WbemScripting.SWbemLocator
  if ($comerr) { .comclose win32.Locator | return }
  .comclose win32.Locator $com(win32.Locator,ConnectServer,3,dispatch* win32.Services)
  if $com(win32.Services) { .comclose win32.Services $com(win32.Services, InstancesOf,3,string,Win32_PnPEntity,dispatch* win32.Instances) }
  if $com(win32.Instances) {
    var %instance = 1
    while ($comval(win32.Instances,%instance,name)) {
      if ($ifmatch ==  %devicename) { return $true }
      inc %instance
    }
    .comclose win32.Instances
  }
  return $false
}

Confirming your player is plugged was the first step, the second makes headaches... how to refer to it?? How to move the files? Maybe theres some way to "DeviceID" of the Player - its another property of Win32_PnPEntity.
e.g. (USBstick in my example) : "USBSTOR\DISK&VEN_SONY&PROD_STORAGE_MEDIA&REV_1.00\AH04062800009&0"
- any ideas?