Siren Mp3 error - no storage detected on device?

When I try to copy a playlist from Windows Media Player to my Siren 500MB Mp3 player, the first song turns red with an error and the error is "Windows Media Player does not detect any storage media in the selected device. I am using the correct drive letter because I see in the bottom corner of the WMP that the device can hold 496 MB and it is empty. So I am not sure what I am doing wrong. If you have answer, it would be greatly appreciated! Thank you.