Music from MG Stick to MEX 1HD

[poweredbydevil]

Ive got a sony MEX 1HD in my clio but got a little problem. Can not import music from the MG stick to the HDD keeps comin up with cannot import. i could transfer music on to cd but that takes time, MG stick is faster but can not do it. I have read the manual and says something like the music being transfered to MG stick has information on copy rights but it says it can be done so what im i doin wrong. Can any1 help thanku please.