Why is there no manual with my sansa fuze

From your description, you seem to have bought a regular SDHC (secure digital high-capacity) card. A Sansa Fuze can only accept micro SD or micro SDHC cards. For buying a new card, I would suggest this card from newegg.com. As for other things you mentioned: No, the card you bought is not meant for cameras only, the only reason your device uses micro SD/SDHC cards is because it is a smaller device. The 4 on your card signifies that it is class 4 which is the card's speed classification.

The e-series uses microSD cards. Your 4GB card is actually a microSDHC card. While it fits into the slot it is not electronically compatible and will not work in the e250. You need to stay with microSD cards, 2GB and smaller.

The newer Fuze series will accept microSDHC cards.

The e250 uses microSD cards, not microSDHC cards. The maximum size of microSD cards is 2GB. Anything larger are microSDHC cards.

The Sanza fuse uses a general manual so size will not matter when looking at the guide.

I found you this one on Sandisk's website, this is more of a quick start guide:

http://kb.sandisk.com/app/answers/detail/a_id/30/kw/fuze*/r_id/101834

And the full PDF guide can be found:

http://mp3support.sandisk.com/sansa/UserManual/FUZE/Fuze_userguide_en.pdf

If you cannot view the PDF file, google FOXIT Reader and install it. This will be able to show you the file. Also Adobe Acrobat works too.

your reader does not support the 8gb device, look for firmware upgrade for the reader

Make sure your usb mode is msc plugin your sansa and go to my computer click on Sansa folder and you should see your removable disk this is your expansion card

The Sansa, in common with many devices which have been around for a while, will only recognize standard micro SD up to 2 GB, not the SDHC (High Capacity) variety.

In order to use an 8gb micro sd, the device has to be SDHC approved. If you don't see an SDHC (Secure Digital High Capacity) logo on the device or on the owners manual, It isn't compatible. It will read up to a 2 gb micro sd card.

I read somewhere that a 4 GB Micro SD card is the largest you can put in the SanDisk Sansa E260 expansion slot. It's maximum capacity is 8 GB, with internal + external memory put together. This is from what I've read. Hope this helps.

I highly recommend the SanDisk Fuze with 8 Gb. See here:
http://www.amazon.com/SanDisk-Sansa-Fuze-Player-Silver/dp/B0015KYV3Q/ref=br_lf_m_1000207241_1_1_img?ie=UTF8&m=ATVPDKIKX0DER&s=electronics&pf_rd_p=371475401&pf_rd_s=center-2&pf_rd_t=1401&pf_rd_i=1000207241&pf_rd_m=ATVPDKIKX0DER&pf_rd_r=0TRZP0JR13EG4HXW1Q7E
It also accepts micro sd memory cards for additional storage.

If you need a lot more space I would recommend this 30 Gb Creative brand player:
http://www.amazon.com/SanDisk-Sansa-Fuze-Player-Silver/dp/B0015KYV3Q/ref=br_lf_m_1000207241_1_1_img?ie=UTF8&m=ATVPDKIKX0DER&s=electronics&pf_rd_p=371475401&pf_rd_s=center-2&pf_rd_t=1401&pf_rd_i=1000207241&pf_rd_m=ATVPDKIKX0DER&pf_rd_r=0TRZP0JR13EG4HXW1Q7E
There is also the Zune player by Microsoft but I do not care for it.
Take Care,
-WN