Formatting it to the Mac’s filesystem is not a good idea. PC and Mac formatting are different unless you have that MS-DOS option.
Surely you must know someone with a PC. Format it from that: Open My Computer or Computer (XP/Vista-Win7).
With the Fuze off, slide the power button down into Hold–you’ll see a little orange dot under it. Hold down the << side of the wheel and connect the Fuze. This makes sure the Fuze is in MSC mode, the simplest connection.
(It may pop up an Autoplay window about managing the unit with Windows Media Player or Winamp, or What do you want to do with these files?–just close any window that pops up.)
In Computer, right-click on the drive that says Sansa Fuze or Fuze, chose Format… and then FAT32.
Then download the firmware from the Firmware Update Thread. Don’t get the updater, get the All Regions link. If you don’t know which version Fuze you have, download them both and try each one.
If the Fuze is less than a year old, try Version 2 first.
You’ll download a .zip file. Unzip (Extract) it, get fuzeA.bin and drag it onto the drive letter of the Fuze internal memory. When you disconnect, the Fuze will reinstall the firmware.
If the first fuzeA.bin doesn’t work, try the other version.