In the end, what I went and did was two things.
1) Moved all my music to one folder on the desktop. went to MediaMonkey and pointed it at that folder, then used Analyze then Volume Level That took a fiew hours, I then purged my Fuze and Connect and put the material from the "Music" folder in them and set up the Replay Gain on the Fuze
2) Deleted the Library in MediaMonkey, pointed it at the Music folder and hit scan/rescan and it reloaded.
I've come to the conclusion, from this excercize and reading, that the "Library" is not a physical library but simply a database and the contents are in the original folder
Anyway, all is well