If you loaded all the MP3s into a single folder, then it will take 4freakinever to load. The Zumo works best if you store music files in at least several, mostly balanced subfolders.
I divide my files into genre folders (70s, 80s, OldCountry, NewCountry, Pop etc.). It also helps the PLAY ALL and RANDOM settings work better. The Zumo appears to randomly grab one file from a genre and moves onto another genre etc. etc. etc. If you have a large imbalance of files between folders then it tends to repeat often.
Here's another tip. Do a PLAY ALL and look to see how many files show up "Playing 147/756" means it has seen 756 total files. You may need to play around with your folder structure to get the Zumo to see/read all your music files.
One last thing. I have two SanDisk 2GB SD cards that the Zumo will not read music from. It will display JPG files, read map files, do anything else from those cards, but it won't read MP3s from them. The cards work fine in absolutely any other device. Any other cards, including some 4GB SanDisk SD cards, work fine in the Zumo. Just those two brand new ones won't behave. Go figure!
Unless I was being very search-impaired, I never found any help for such problems on the Zumo forum.