Make sure that the tags are complete for these files. Use a tag editor like foobar2000 (Windows) or Tag and Rename. This *should* stop microsd card from showing up on the player.
AlexP's advice will make a lot more sense if you read the manual. If you have read the manual and still don't understand then please let us know which section and what part of that is confusing and that way the instructions could be changed to be clearer for everyone.