Hmm. You definitely have the Ax advance model. How much room is left on your CF card. I don't know why and highly doubt it is possible, but probably it's trying to use it's cache in your Cf card instead. I'm trying it out on mine but my .wmv and .wma files are loading quickly.
Did you check under WMP->Select to see if you have multiple playlists? that may be causing a problem as well.
