I had the same problem, checked for hidden files, nope. Maybe problem was not in MSC mode, but now I just get rockbox boot error messages when I turn the e250 on:
a bunch of stuff about how it's trying to load, then can't find
rockbox.mi4 file not found, then can't load rockbox.e200 file not found
Well of course it's not found, I never loaded it. Now my computer doesn't recognize the player though. And powering on while holding down the left arrow key does NOT boot into regular Sansa software.