It sounds very much as though you missed a step of the installation described
on this page, specifically the section that reads:
"Even though Rockbox starts, the installation is not complete yet. Continue reading and following the instructions to the end of the page!"
and everything that follows it.
The situation you are describing sounds exactly like this is what has happened, emCORE ships with a fallback image of Rockbox, to...fall back to, but this image is just the bare essentials and is without audio codecs or plugins (iirc).
[Saint]