Hi whitehouse5,
Unfortunately that sounds like a classic case of a player that has had it's memory hacked.
Basically what tha means is it has been hacked to show more memory than it physically has built into the player. So what happens is when you try to store files into this 'ghost' area, it looks like it has copied across fine, but all it's doing is putting a 'ghost' of that file and fooling Windows to show that it has copied when in actual fact, the file doesn't exist fully.
Then when your player tries to access the file, it will show "format error" as the file doesn't actually exist but the file name shows up fine.
I would strongly suggest following the guide here:
How To: Removing Memory Hack and this should remove the memory hack from your player showing you the real memory size of your player and should eliminate the "format error" messages you are getting.