I’m just guessing but I suspect the shelf unit is looking for a basic USB flash drive–the generic connection called MSC.
The Fuze has two USB modes (Settings/System Settings/USB Mode). The other one is MTP. You probably sent your music over via Windows Media Player, which uses MTP, so the shelf unit can’t see it. Auto Detect chooses MTP if your computer has Windows Media Player (10 or above) on it.
Try switching to MSC and drag-and-drop an album onto the Fuze. Your computer can only see one mode at a time, so your other music will not be seen. See if the shelf unit sees the album send via MSC.
If it does, you have two choices. Take your music off the Fuze and reload it via MSC. (That should work UNLESS you have files that are encoded with DRM–Digital Rights Management, which requires MTP to also send over hidden codes to unlock them. )
Or…get a little thumb drive, put your music on it and connect that to the shelf unit.