This error will be displayed if the Walkman is connected to your computer in a USB 3.0 slot. The device will only connect to your computer if a USB 2.0 port is used.
The problem arises if the song licences don't properly transfer to the Walkman, the best way to fix the issue is to delete the song off of the Walkman and attempt to re-install it. If that doesn't work, the song file is likely corrupted.