The SanDisk firmware hides directories such as /MUSIC, /VIDEOS, etc. Their firmware never lets you look at the file tree anyway, so it's not apparent. In Rockbox you can store your media in different folders that won't get hidden every time you hook up the player via USB (or boot the SanDisk firmware for some other reason), or you can set View Files to "All".
(I moved the topic since you have successfully installed Rockbox already.)