kabeza , for the USB connection problem, some players does not work well with hubs. It could be a problem with passive hubs where not enough power is being supplied, or it could simply be not compatible. Direct connection usually solves the problem.
For the firmware question, a rule of thumb is if it is working, leave it as it is. 99% of all "firmware updates" usually end up with a dead player due to incompatible firmwares.
The firmware downloads are for those who are recovering a dead player due to wrong firmware flashes.
For theming the player, you can try using S1clone to extract the firmware, and use S1res to theme the images. Both of these tools are available at http://www.S1mp3.de
but you'll need to pay to be able to use the S1res tool.