Creative's own 'Media Explorer' has limited functions. For deleting files on an ancillary memory card you will find Windows Explorer more useful. Both the player and the card should be recognised by Windows as storage devices; if they are not, then you have probably done something wrong.

You need to describe your problem(s) a little more clearly if you want help.

What OS you are using? What model of Zen is it? What make and capacity is the memory card? Have you checked to make sure that your card is compatible with the player? Is it correctly formatted? Does Windows Explorer 'see' the card? Does Zen's own 'Media Explorer' see it? Can you access the card via the player's own menu?

If you haven't already done so, look at the support pages for whichever model you have:  http://support.creative.com/Products/Products.aspx?catid=213. If that doesn't answer your questions, by all means come back and ask again with some relevant details. Probably somebody will be able to help you, but do bear in mind that this isn't really a tech support forum.