The software that came with Sansa C250 only contains the userguide and Rhapsody installation disc. The Player itself is a Plug and Play device. Provided that your computer meets the minimum system requirements.
Below is a link from SanDisk knowledgebase for troubleshooting the Sansa if it is not recognized on a computer:
http://kb.sandisk.com/app/answers/detail/a_id/42/kw/not%20recognized
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