Not to state the obvious, but something went wrong, and the player no longer recognizes the songs in it. Your chance of recovering the content is probably not high.
Reset the Fuze: Hold the power slider at the Up position for 30 seconds. Turn it back on. If it sees the music, great. If not, make sure the player is set to MTP mode (Settings|System Settings|USB Mode), and connect to the PC.
If the PC sees the music via the Rhapsody app, then use it to copy the music back out to the PC. Then reformat the Fuze (Settings|System Settings|Format), and resync the music back in.
If neither the Fuze (after reset) nor the PC (when Fuze is in MTP mode) sees the music, then there is no recovery.
A long shot is to find a tech there who can look at it for you, as this medium is not interactive enough to help you in that regard. We can offer some known fixes, but in the end they’re simply guesses, and it’s up to your technical skill to know which to apply, and how.
Regardless of whether you can recover the music, the sensible thing will be to reformat and start over. A couple of things here: If Rhapsody won’t let you re-DL the songs lost, then perhaps you should look for other places to buy your music. One of the pitfalls of protected music is what you’re experiencing right now.
If it’s a large dollar amount, I would call Rhapsody tech support by voice and explain your situation. Don’t use e-mail. It’s easily ignored.
The second thing is that always have more than one copy of your music/data. Unprotected music makes it easy–you just copy your music to another location, like your PC. Hence, buy unprotected music whenever possible. People tend to wait until after they’ve lost data to think about backup. And while it’s probably too late for the music on the Fuze, it won’t likely happen twice if you adopt a backup policy.
Whatever offline media you want to back up to is fine, as long as you do it. CD-R’s are being obsoleted, as they don’t hold enough capacity to back up today’s large drives. Even DVD-Rs are marginalized. The simplest and fastest means of backing up for home-users is a 2.5" USB-powered drive. Plug it in, drag stuff over, done. If it’s easy and fast, it means that you’re more likely to do it.