Sansa Clip + trouble?

I just got my Sansa Clip + mp3 player (4GB internal memory) and it's driving me CRAZY: I have connected it to my PC but other than charging it and going thru the menu I can't do anything else...how am I supposed to download music files? Installing Rockbox apparently requires a nuclear physicist's degree (bootloader and firmware issues, I've tried consulting rockbox.org but I think it's basically intended for experts, Windows Media Player says it's copying the files and they even appear to be on the connected device under "MUSIC", but when I go looking for them under ANY folders they are nowhere to be found,everything results"EMPTY") What am I not doing right? It's been hours and my hands are starting to itch for a hammer....