It first seems that all functions which are more advanced than "copy music files into .../MUSIC" are not possible without the proprietary Windows Software. But luckily, playlists, images and videos can also easily be converted into a format which the player understands. This post is meant to explain how to use all of the player's features (or at least those I found/used so far ;) ) with linux or any other UNIXish OS.
Music: Like you'd expect: connect player, mount the device, put your songs into .../MUSIC, umount and listen to them. Only possible catch: You may need to sed the device's USB Mode to "MSC". I didn't try MTP, but I believe that one might lead to problems.
Playlists: A little bit more sophisticated. The player supports the m3u format, but only DOS-style. The best way seems to be putting .m3u playlists with relative paths into MUSIC (assuming your songs are also stored in there), then changing all slashes to backslashes (sed 's:/:\:g') and converting the files' linebreaks to DOS format (unix2dos). UNIX line endings will not make the file unreadable, but the last line (the last song) will be missed.
Images: Standard JPEG, but possibly with size limitations (I didn't really test those). What definitely works: convert -resize 220x176.
Movies: This was the hardest part - The player expects a very specific type of MPEG not even mencoder can produce. However (these are the occasions where I really love the Open Source community) there is, of course, a program for it: fuzemux. With this, converting a video becomes a process of three "simple" program calls:
mencoder -msglevel all=0:statusline=5 -ffourcc DX50 -ofps 20 -vf \
pp=li,expand=:::::224/176,scale=224:176,harddup -ovc lavc -lavcopts \
vcodec=mpeg4:vbitrate=683:vmax_b_frames=0:keyint=15:turbo:vpass=1 \
-srate 44100 -af resample=44100:0:1,format=s16le -oac mp3lame \
-lameopts cbr:br=128 ${INPUT} -o ${TMPOUT}
mencoder -msglevel all=0:statusline=5 -ffourcc DX50 -ofps 20 -vf \
pp=li,expand=:::::224/176,scale=224:176,harddup -ovc lavc -lavcopts \
vcodec=mpeg4:vbitrate=683:vmax_b_frames=0:keyint=15:vpass=2 -srate 44100 \
-af resample=44100:0:1,format=s16le -oac mp3lame -lameopts cbr:br=128 \
${INPUT} -o ${TMPOUT}
fuzemux ${TMPOUT} ${OUTPUT}
If this is too much commandline usage for you, there is also video4fuze (Yeah, I already linked to that a few lines above) which does all of this in a quite nice GUI. That site also was a great help for me, I got the mencoder parameters from the source code ;-)