I don't think I've ever seen a device that acts like that.
What path is shown in the address bar of the audio player window? If you can't see the entire path in the address bar, go to Tools>Folder Options>View>check "display full path in the address bar"
How do you get to that audio player window (not autoplay when you plug it in)? If you navigate to it using explorer (My Computer), try installing this XP power toy (
http://download.microsoft.com/download/whistler/Install/2/WXP/EN-US/CmdHerePowertoySetup.exe ). Once the power toy is installed, navigate one level above the folder where the songs are stored on the audio device, rightclick on the music folder and choose "Open Command Window Here". You should see the path to the audio device as the command prompt (ie C:\path\to\the\folder>).
-genius_at_work
