Normaly, if you get the Hard Disk Error, or something simular, and it wont go to the main screen, your hard drive is dead. Try reseting the device, and if that doesent help, try to defrag it. If nothing helps, contact Dell technical support and tell them your Dell DJ's hard drive is dead and you need a replacement.
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If you don't have your music saved on your computer, try this.

A user on the Dell Community Forums (DCF) mentioned that he got his music off of his device by "tapping" the back of the device. He said it may not work for everyone, but to try it.
Edited to add: A user has asked me to explain what I meant by "tapping". Take a pen, or your finger, and tap the back of the dell dj, around the middle.
Please message me for more information. My username is icex _.