How do I delete missing files that only appears in my track & no where else?

Hi,
On my yp-t9 mp3 player, it says that i have a song; but when i click on the song it says it can't play the song because the file missing. But when I connected my mp3 player to my computer to delete the missing file, i can't find the music on my computer nor can I find the missing file manually in the player; However when I go to my 'Track' I can still SEE the song but I can't PLAY the song nor can I see/delete the song on my computer/mp3 player. I don't know what to do. I tried to restart the player but its not working. And I don't know how to reformat my player. Please help me.