When I release power button the player turns off

First, we need to know exactly which model your sansa is, as they behave slightly differently.

Second question, Rockbox is installed?

Rockbox makes the dilemma a little quirky, though I am sure there are plenty of Clip with Rockbox users here that may help. Have you tried performing a reset on the device by holding the power button depressed for 30 seconds, release the button, then see if it starts up normally.

The boot process with Rockbox may be a little different, as it’s “inserted” into the boot process. Have you tried seeing if the device can be switched into regular Sansa operation, and will remain running?

If you plug the device in to the USB port, does the device show up on the computer as normal?

Bob