If the above suggestions don't work...
First, make sure you have the EM-500's SD driver update. That solves a number of issues with using SD cards. It can be downloaded from
here; look for the Update Pack v1.04.
Another suggestion: since you have Pocket PC 2000, consider upgrading Windows Media Player; I believe the latest you can install is
Media Player 7.1. Mind you, it'll eat a fair bit of RAM, though (although you should be able to install it on the SD card).
--janak