The answer is most likely yes.

Most of the newer ones let you "drag and drop" files once your Mp3 player has been connected to the computer. You just open "My Computer" on your desktop and your Mp3 player should be listed as a "hard drive" with a letter assigned to it. Just click on it to open then drag whatever file you want to it and drop it. This is handy for transferring files from one computer to another.

Thanks to user Rhaps for this:

Most of Hard drive based players will be seen as normal hard drives by the operating system. However it will not be the case for the Creative Labs serie of MP3 players based on a hard drive, i.e. all the ones from the Jukebox series, from Jukebox 1 to Zen Xtra. You will need an additional software to turn your player into a real hard drive.

Thanks to ravital for this update:

Most HDD-based MP3 players will be recognized by Windows as just another HDD without requiring additional software (though they may require a minimal Service Pack level for the OS). Creative Labs devices such as the Zen/Zen Xtra require the OEM's DRIVERS to be installed, regardless of whether or not you wish to use the 3rd party software from Red Chair Software. Once the drivers are installed, Windows will recognize the device as a HDD (driver installation automatically includes integration with Windows Explorer) and you need not install any other Creative Labs software (to manage and move your MP3s) if you don't want you. You WILL then be able to drag/drop data files (non-MP3) into/out of your device.

Of course, for MP3 players, the Red Chair Software is highly praised.

This software is available from Red Chair Softwares. The free version is limited to simple hard drive features but is still good if you just wish to transfer files to and from the player without cascading folders. Organising your hard drives with folders will need the full software for $25 (for a specific player) or $35 (for all players).