If Windows sees the Fuze you might be OK. With any luck, Windows only formatted the user content part of the fuze, not the hidden partition that deals with the firmware.
Go to this thread:
http://forums.sandisk.com/t5/Fuze/Sansa-Fuze-Firmware-Update-01-02-31-amp-02-03-33/td-p/139175
And download the two links that say All Regions. They are for the two different hardware versions of the Fuze. They are .zip files–you have to unZip them.
Unzip the V1 version. Take the fuzeA.bin file and drag-and-drop it onto the driveletter of the Fuze. Disconnect and see if it loads the firmware.
If not, try the V2 one and send over its fuzesomething.bin file (I forget what it is exactly, but there’s only one .bin file in the .zip). And if that doesn’t work, check back here because yes, that means it is more seriously messed up.