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but I notice that it will be .fid format not mp3.


Some of the fid files are just renamed MP3 files. So if you want, you can just copy them and rename them. The trick is, how do you know what to rename them if their file names are all just a bunch of random hexadecimal numbers. (A complete description of exactly how fid files work is here.)

If you were VERY VERY SMART, and you tagged all the files correctly before sending them to the player in the first place, then after you FTP them back to your PC, you could simply use a tool that renames all the files based on what's in their tags, such as MP3 Tag Studio. (It would refuse to rename files that aren't MP3s, so if you combined this with Tag Studio's option to sort the files into folders, you would very quickly get all the true MP3 files organized and the non-MP3s would just remain untouched in their original folder). This would be the fastest way to rescue your MP3s.

If you didn't tag them correctly, then, as Canuck said, you could use Either Emplode or Jemplode to download the files off of the player. If you use Jemplode, you will get some nice options for retagging the files based on the empeg's database. This will be slower than using FTP, but should also work.
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Tony Fabris