Do you have a subscription with Rhapsody or Napster?
If so, you need to log in for them to update your account, which will solve it.
If not, did you use your own music from CD's? Did you use Windows Media Player to copy the music to the computer? Did you change the default settings in Windows Media Player?
If so, the default settings for WMP are to "copy protect my music", which will give you this error. You will need to change the RIP Music settings in WMP. Tools>Options> un-check the copy protect my music option. You will then need to delete all the music you previously copied to the device and ti your PC an copy them again with theis new setting in place.
Finally, if you have the "Rhapsody" version, there is pre-loaded music on it that if not deleted, will cause this problem. You can format the device to remove the pre-loaded music, or manually delete it from the System folder.
Please add to the question if that didnt work.
Best of Luck.