Sorry I may not have clearly described what happened. The player was disconnected from the computer after getting the Unmount OK from the RB Utility. It froze at that point and it's been sitting on my table with the Connected screen (frozen, not animated) and blue ring illuminated since then.
So should I try to force shut down the player or remove the battery? Per the user guide, I understood that the e250 would turn off automatically, then you'd power on to complete the installation.