turning on to change modes is your problem. If it's completely dead you may need to replace it or refurbish it. Or if the battery is completely dead plug it in all day until you can get it to turn on. ONCE ON then you can worry about getting it to connect. Try this:
There are two connection settings in USB: MTP and MSC. For some reason MTP is the default, but it doesn't connect properly on all computers
. Select MSC and plug the player in again, the computer will recognize sansa e250 but not show the driver just yet. It is installing recognition software
(just basic drivers - nothing heavy) and it doesnt tell you what its doing until its complete. WAIT FOR IT. Once it is complete you will see both the sansa e250 and the removable memory slot in your "my computer" now you're good to go.