Even if you use "Safely Remove Hardware" on the computer, [Connected USB. The player cannot be operated.] remains displayed on your Walkman screen.
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When using Windows 7, Windows 8.1 or Windows 10, the Walkman screen remains as [Connected USB. The player cannot be operated.]. This is not a problem provided that the "Safely Remove Hardware" operation is complete. Disconnect your Walkman from the computer.