I did a quick search in regards to what OGG vorbis files and FLAC encoded files are and my guess is they will not be supported by your e260 unless they’re first converted to a compatible file type. The e200 series currently supports MP3, WMA and secure WMA audio formats only.
If anyone else knows more about this I’m sure they’ll pop in and add their two cents.
As far as the video/photo formats: AVI, MPEG-1 & MPEG-2 in MPEG, MPG, MPE or VOB (unprotected) formats. MPEG-4 in AVI format, DAT, ASF,
QuickTime MOV, and WMV
As far as I know, all video and image files (with the exception of the album art connected to your music!) need to be run through the Sansa Media Converter before you’ll be able to successfully use them on your player.
As far as getting a CD - contact SanDisk technical support and they’ll be able to send you one (which you need in order to get the Media Converter).