I also archive my stuff in lossless format (Monkey’s Audio and FLAC), so I had the same problem you had when I got my NH-600D; Sonic Stage doesn’t support those formats. I found two ways to work around this problem.
One, Sonic Stage does support WMA lossless, so at first I was using Easy CD-DA Extractor to convert my music to that format and then transfer it to my player. I still do that way when I’m not transferring whole CD’s or when I’m making compilations.
However I found another way to do it for whole CD’s and it works great for live albums or CD’s with tracks that run together. I use Nero 6 (with the appropriate plugins for the codecs of course) to make a CD image from my music files. Nero has a great virtual CD program that I use to load the image up, and than transfer it to MD using MD Simple Burner. If your are using lossless files you are using an exact copy of the CD for the transfer. It sounds tedious, but if you have a relatively new computer it really doesn’t take long at all.