You can fetch files from the player using either Emplode, JEmplode (a replacement for Emplode written in Java) or using ftp/http with a HiJack kernel.

Emplode/JEmplode do not require a HiJack kernel to allow them to download files.

One think to remember is that any mp3 files you download from the player will not have any changes you have made to it's tags via Emplode present in the file itself.
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Remind me to change my signature to something more interesting someday