Thanks IronSingh, Interesting points... I'll try this during the weekend to see what happens!
The reasons why I don't like the idea of having a separate usb drive are that I need to:
1 synchronize music files between my phone, pc AND usb drive;
2 remember to always carry the usb drive with me.
That's why I'd prefer to connect it via an usb cable which is already there.
If all fails I'll use an old rca cable and solve the problem that way, but it looks anachronistic to me! I used it with my first usb player many years ago and it was not comfortable to control the music from the device instead of using the original stereo controls.
Also, I would need two cables, one for recharging, the other for playing.