Changing the name of a station used by plug-and-play device (MP3)

Hi!

I bought a mp3 player a while a go and I update my music by using mediaplayer.
But because I use also so other plug-and-play devices (memory stick), it
sometimes get a little complicated because media player has different list to
synchronise the different devices but the got the same station-name ( (J ).
I would like to change that station-name for at least on of my plug-and-play
devices so it gets a little more clear for me. So that if I put in my
mp3-player it get
automatically like (Z or something even without having 25 other stations.

How can I get that done
Tanx for helping me!

Niels