They are a really cool unit, with a lot of good software written for them.
I've had a few problems with mine, but the original was one of the earliest models. Neuros has been almost ludicrously helpful each time I've had a problem, with one minor exception.
Firmware is the OS for the Neuros. (think Windows, but better.) The newest version removes some features that no one ever used (or could no longer be used) and speeds things up a good bit. I recommend updating if it isn't already. (You can check the version number on the unit.)
There are several programs for transferring:
http://neurosdbm.sourceforge.net/ - NDBM (Java Win/Mac/Linux)
http://www.neurosaudio.com/support/support_NeurosMP3_updates.asp - NSM (Windows Only)
http://www.sorune.com/ - Sorune (Perl Win/Linux)
Or write your own, if you're so inclined.
The FM quality is rather good. It takes a bit of tweaking to find the best station and adjust the volume gain, but once you do it sounds as good as any other FM station.