I have a Sansa e250 also.
Once the Media Converter is downloaded and installed on your computer, open it, plug your Sansa into the computer
cable, click "Add media". Then you should see a window that says "Add media" Select the media you want to put on your Sansa. Once the media is added, then click "Convert". After it is finished converting, it should be on your Sansa. Hope that helps!