Did you format the SD card before you started putting things on it? And are you putting it in after turning the GP2X because whenever I do that no files show on the SD Card.
Mine arrived today, doesn't appear on windows when I link it up via USB though. Screen is much better than my GP32BLU one, joystick is fine for me.
DrMD is amazing, PRdoom (or whatever it's called) crashes after the first level. And thats all I've tried so far.