I've fixed both problems now. Turned out to be a really simple solution.

In both instances the fix was changing the name of the folder or file. :approve:
For my back up problem, all I had to do is retitle the 'backup' file to 'ppc backup'. (Activesync allowed me to title it whatever I wanted and the new file name didn't have any locking issues).
And I had all my songs under the folder called 'my documents' on the cf card. I found a tutorial here on Aximsite re storing mp3s and noticed the folder is titled 'Music'. Once I renamed the folder on my cf card, I can now open my media player!!!