Jim,
Make sure that you have run all of the Windows Updates from
http://windowsupdate.microsoft.com
As to the .mp3 files and .cdg files that you have that are compressed, please go to the Help Menu\Read Manual.
Click on
Select Import Source Group then click on one of the following items to find out information about it. This should help you with getting your files imported.
Convert CDG Button
Convert BIN Button
Convert MP3G Button
Convert ZIP Button