I am having trouble finding the proper files...

[Christopher Blue]

Show hidden files and folders *checked*
Hide extensions for known file types *unchecked*
Hide protected operating system files *unchecked*

Plugging my player in through my dock causes the "TOSHIBA gigabeat" portable device to show up in windows explorer which contains the "gigabeat_HardDisk" harddisk. The harddisk contains 4 folders, "DEMO_MUSIC", "Music", "Playlists", and "UMRG Sampler". Also there is a file "pmp_usb.ini".

I have no idea where to find the needed folder for installing rockbox...

[Nate!]

Don't use the cradle.  I see that there is no mention of this in the manual, but there is on the Gigabeat port page.

Connect Gigabeat to PC via USB cable and gain access to Gigabeat as a drive (X: etc...)
Notice: Do not use the cradle and USB cable, just the USB Cable.

[Christopher Blue]

Thanks nate, that did the trick.