Your Walkman is not recognized as USB storage.
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The USB connection is turned off.
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If your Walkman is in MSC mode, swipe the status bar, then tap [Turn on USB storage] on the notification panel followed by [Turn on USB storage] then [OK].
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USB debugging is enabled.
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Some devices or software may not recognize your Walkman when USB debugging is enabled. Tap the
(Menu) button, then tap [System settings] - [
Developer options] - [USB debugging] and uncheck the box.