You might want to go check these guys out: http://www.redchairsoftware.com/
They have software for the Dell Jukebox it looks like. I am using the version that works with Creative's Jukebox III. Basically, it integrates with Windows Explorer. So, all I do is just drag and drop MP3 files to my Jukebox III and manage the playlists and so on using it. Using the built-in webserver that it also installs, I can play MP3's from it using a http streaming method.
I don't know about the Dell Jukebox, but I do know they are or at least were working on a Winamp Media Library Integration for the Creative Jukebox.. in beta though.. it crashes on my computer so I don't use that part.
But, when I am browsing/exploring the Jukebox, I can right-click and choose to play in Winamp and that works.
Since Creative's Jukebox III does not mount itself as a removable HD, I have to use some other software to transfer files in and out of it. Anyway, just thought I'd mention it as an alternative to moving files in and out of your Jukebox.