wtf_dude, is windows giving you this message or your player. What type of file are you trying to load.
You may have errors in your players memory. Try connecting your player and right click on it in explorer and select properties then the tools tab. Then do an error check selecting all options. If that does not help reformat your player with MP3 Disk Tool or with windows but be sure to set it to format in FAT not FAT32.
Let us know if this helps.