Brand New Sansa Clip+ ? ... 1st Step: Remove Protective Strip Covering Screen

With the greatest of respect:

I understand your frustration.  At the same time, it is not at all uncommon for a display of some type to have a clear protective film/plastic placed over it.  I guess that this thread indicates the wisdom, to SanDisk, of noting the protective screen protector in the user manual.  But I rarely have seen any manufacturer do so.