I had the same problem, only I did download the online backup for the SDHC onto a 4GB and my PC does show the data… I did unzip the program and dropped it onto the card there after the program was transferred onto the card… But placing the SD into the BB, I get the “No Song” message as well…
Where Support says “wipe,” it means delete the contents of the SD card—not format the card.
I would also suggest deleting the previously downloaded SD card backup and getting a new download. Sometimes the network might have burped during the download process.