it always gives me warnings.

Can you describe the warnings, sir?

are there fixes or software I am missing?

Dunno, what software are you running now (player and emplode both please)?

I noticed that if some songs go on.. it says "building music database" for an extremely long time...

That's this one. It might be the only issue and everything else is just a symptom of the problem. Then again, it might be the symptom, and something even worse might be the problem...

What is the correct procedure to load the songs on using XP?

You said you were using serial and ethernet, not USB, so in that case XP is no different than any other operating system. (USB doesn't work under XP yet... it will soon...)