You don't need to have a whole structure of the drive. You only need two files: FWImage.ebn and ArizonaFont.bin, which should be placed in the SYSTEM directory on your player. So you can do it like this:
a) Connect the DAP in service mode (Method 1 from the Wiki),
b) format the new drive in FAT32 and create the SYSTEM folder,
c) download "Firmware Upgrade Software HDD6320/05 version V.2.1" from here:http://www.p4c.philips.com/cgi-bin/dcbint/cpindex.pl?ctn=HDD6320/05&scy=gb&slg=en
d) copy the content of the zip file to the SYSTEM dir.
You can try the "Device/Firmware Manager HDD6320/05 version V.5.2" from this site too, which probably will do everything automatically including formatting the drive, however i didn't try it.