Lg prada Ke850 (DOWNLOADS)
I'm gonna start with your last problem, the memory. Phones usually have 2 places to store files, the phone's storage, and the mini-hardisk storage.
Try to seek your phone, in BlueTooth settings, where to store files, or when you browse your files, just look somewhere that says other than Phone Storage.
Bottom line is that you have to change where the files go.
For the first problem, try and unplug your phone after you copied the sound into mp3 folder, and then replug it, does it still appear in the MP3 folder?
Contact me live for more help.