You are trying to work an MP3 player, i.e., the Sansa e100.
The instruction manual asked you to drag MP3 or WMA music files (i.e., files ending with .mp3 and .wma) onto the MP3 player's storage space. But you probably did not do this.
Instead, you dragged the files of the audio CD onto the player, which do not end in .mp3 or .wma (please confirm). And so the player did not play them.
If this is the case, please see strollin's (#8
) comment as it seems to describe what's happening to you.