Should I keep this Connect?

[PromisedPlanet]

I would first try exchanging the player. Yes, I know it worked with an e200 series cable, but there's still a possibility that there's something wrong with the player itself.

I haven't heard of anyone complaining about having problems transferring songs to the Connect, unless they had some problems with the MTP installation on their PC, which I don't think is the situation in your case.