I'm not an expert, but I do have a Sansa e250, too. Sounds like you need to download a Sansa Media Converter.
Here's the link: http://www.sandisk.com/driverdownload/download.asp?driverId=184
Once that is downloaded and installed, open it, plug your Sansa into the computer by USB 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!