Have you ever used the "MP3 Player" (which I put in quotes deliberately) on the Sony Reader? Believe me, you wouldn't want to. It is the most "bare bones" thing imaginable. It will list - and play - tracks in order of their ID3 tags, and that's it. No display by album or artist. Worst of all, it's dangerous because it has no "stop" button, only a "pause", which makes it very easy to accidentally leave it playing, and drain your battery flat.
Even the cheapest of "real" MP3 players is better than the Sony. Believe me - it's no loss!