It is infact possible to drag and drop MP3s to the Sony player by using their MP3 File Manager Ver.2.0 software. For some reason they don't advertise this fact, which is madness since it opens up the player to be far more useful.
Even though its doesn't give you total windows drag and drop facilities (ie, just open up your removable drive and drag the files in), it does make it possible to simply add new albums and delete existing ones with a simple interface. Also the program itself gets installed onto the player so you can run it from any computer that has a USB port on it by simply opening up the MP3FM folder on the player.
Yeah, as Cord78 said... Never once have i seen a review of a Sony MP3-Player where the author tests the MP3-Manager software, but it's understandable as Sony doesn't tell costumers or reviewers it's up on there site!
Before the MP3-Manager, it was more hate than love for my NW-500, but nowdays it's all love... still, i would prefer windows explorer.... but hey you can't get all can you?!
Please everyone with Sony's, check out MP3-Manager.