It doesn’t matter where you put mp3 files as long as you don’t put them in folders that get special treatment like Audiobooks, Photos and Podcasts. If you want to start a Music folder, go ahead, but you could also call it Funny Noises or Wikileaks or anything else.
That’s really wacky about the Sharp and the power. I guess the only MSC devices they expect people to use are passive storage like a thumb drive–which would be MSC. The MTP requirement must be to let the Sharp somehow control the Sansa.