Desktop mp3 players aren't what they used to be. These days they all insist on taking care of your music collection for you, index it and make it searchable. This has its advantages, but I can find my way around my own music collection, thank you, and I prefer to be able to just play a file, without having to insert it into a database before the player can find it.
The same goes for the mp3 player on my phone (Nokia 3250). It insists on building a "music library" from the music it can find. The library metaphor is pretty weird. My memory card won't fit more than a few albums, so it's way too small to work as a library, it's more like a small bag which can be used to carry around a few books. This means that I tend to change the music on the phone quite often, and every time I have to wait for the music player to update its "library". That's just annoying. Pretty much as if the bag wouldn't let me just pick up a book and read it, but required me to go several levels down into a menu system to get to it.
The creators of the S60 music player obviously assume that you're going to keep your whole music collection on a micro-SD card. If you don't use it that way, the library concept just stands in the way of your music listening.