I need to know how to download a cd onto the Sansa Fuze.  I just don’t get it.  Every time I try to click and drag an error message comes up and says the device is not responding and to check if it is still connected.  I am missing a piece of the puzzle.

You need to ‘rip’ (record/convert) the CD to a format the player can read, like .mp3. There are many programs (free and/or paid) that will do this for you. You most likely already have a program that comes with Windows (Winodws Media Player) that will do this, although it’s not the best at it.