I also want my music player to be able to put music onto my MP3 player. The problem is, it's a Creative Zen, which uses a different set of APIs to move data across. Right now, most Creative players, along with a lot of other manufacturers, use the Microsoft Transfer Protocol API, which, for obvious reasons, isn't implemented very well in Linux. I wouldn't say it's an urgently required feature, but it'd be nice to have.
