When you plug it into a PC is it recognised as a usb mass storage device (ie gets a drive letter). If it is and it has a FAT file system you should be able to plug it into one of the usb ports, press media, then red change to the usb device. Select music and replay directly (no need to upload to the internal hdd if you don’t want to).
Just answered my own question – plugged the Walkman in and as you suspected it flagged up it has no Fat file system. Answer – I’ve bought a fast read/write 16Gb memory stick and will transfer music from Walkman via PC to it then onto the Humax – long winded but worth it