Files on player But Will Not Play

So, I ripped a CD via WMP and siync’d it to the player.  I disconnected and tried to play the songs.  I could see the names of the songs, but for some reason they don’t play.  The user guide said I may not have purchased the rights to play the song on an additional device.  So, does this mean that any CD purchased in a store cannot be ripped and sync’d to the player? 

Plus, I too have not found how to create a playlist under the sansa’s playlist folder.  I could in the library, but that was it. 

I’m thinking of returning this thing since it doesn’t work easily.  I’m new at this MP3 thing (purchased for my daughter as an Xmas present), but share an IPOD with my wife.  IPOD/ITunes is easy. 

Help, please.