You shouldn’t need to download and/or insall any firmware; it should already be on there. But is you find you do, follow the manual installation instructions in the fimrware post; don’t use the Updater.
You will have to know which hardware version you have (v1, v2, Rhapdosy) so you download the correct f/w version.
http://forums.sandisk.com/t5/User-guides-Firmware-Software/Sansa-Firmware-Thread/td-p/185348
