There are 2 USB modes in which to connect to a computer. MTP (or Plays For Sure on your Rhapsody player) and MSC (Rhapsody). Files loaded in 1 mode can’t be seen by your computer if connected in the other. There is an Auto Detect Setting on by default that can connect in either mode depending on the computer it is attached to and whether or not it detects Windows Media Player.
I suspect your sister loaded her songs, etc. while the player was on 1 mode and now you are using a different computer and the player is automatically connecting in the other mode. Best to reset manually to one mode, connect to your computer and copy everything you see to the hard drive. Then disconnect, set to the other mode, reconnect and do the same thing.
Then you can format the player (which will clear and optimize the memory space) and re-load everything back in one mode. MSC usually works best. You cannot delete individual songs/items directly from the player in this model; only while connected to your computer.