The MSC mode basically, like you said, makes it show up as a removable drive. I don't know a whole lot about MTP mode since I mainly use Linux, and MTP only works reliably under Windows. MTP stands for Media Transfer Protocol and was developed by Microsoft (hence the Windows only part). With MTP mode enabled you have to use Windows Media Player (Winamp might work also, I'm not sure) to transfer your songs, while with MSC you just drop 'em on to the drive. Thats about as far as my knowledge of MTP goes, you can read more
here if you wish.
I switched my Sansa into MSC mode through an option in the settings menu. I'm not sure how you'd do it on any other players that support it, but I would assume it would also have the option in a menu.
There's probably a way to get it running in Linux, I'm just not sure how hard that is going to be. It might be really complicated or it could just be a matter of installing a program or two. If it supports an MSC mode it will most likely be a whole lot easier.