The media player will not transfer files only play them. I find I have to go in to 'Files and folders' (PC not on so can't check exact name) to find any files as 'Music', 'Videos' etc... don't return anything for me either.

Install 'OpenSSH Server' on the phone and WinSCP on your PC and from your PC you can securly connect to the phone and transfer files that way.

Be careful though, with WinSCP as it has root access to your phone, you could delete stuff you don't mean to and that would mean a reflash.