Format Error on reaching a particular file & Not connecting to a computer (XP)

I have Sony Digital (Chinese) MP4/MP3 Player. Earlier it was connecting to Windows XP and I was transferring files to the player, but all of a sudden when playing it reached a song and said "format error" and switched off automatically. So I plugged it into the computer so that I could delete that song. However, on going to Windows Explorer to get to that file gave me this message: "Disk not formatted, please format disk". I cannot access this player. What should I do now? Please HELP

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