Can't help you but just telling you my limited experience.
I was actually given one as a present just last week. I know it's looking a gift horse in the mouth, but I didn't really want it because I knew you had to use Sony's own ATRAC format, which means, if I wanted to use the NetMD function, I would have to install their software and re-encode my CDs to their omg files (and I have most of my CDs converted to mp3 already).
Well I installed Sonic Stage anyway on my laptop. It's really bloated, and takes an age to load. Once loaded, it's OK and simple to use. But I'd rather have mp3 any day.
If it's XP as well on your laptop (I use w2k but it should be the same), I remember that the database files are placed by default in one of the subfolders in c:\documents and settings\all users.
I don't have my laptop here, but when I get home, I'll have a look to see if I can help.