You have a choice of two separate modes to communicate with your Sansa, MSC (MAss Storage Class) where the player is seen as a flash drive, and MTP (Media Transfer Protocol) where it is seen as a media device, using the engine of Windows Media Player.
In MTP mode, many things are automated, as MTP is a virtual mode- the drivers are part of Windows Media Player.
Because of this, if you are in MTP mode, often that initial setup is confusing. The drivers per se are actually part of WiMP 10 and 11.
Do you need MTP mode? I see, in your case, you do, as you’re using Rhapsody. MTP supports DRM licenses, needed for subscription media like Napster, Rhapsody, Audible books, NetLibrary, overdrive, and others. It also automates many functions like album art, song ratings, and playlists.
MSC is preferred by many as it allows more direct control of the Sansa, and communication is easier.
As a test, on the Fuze, go to Settings > System Settings > USB Mode > MSC and plug in. The Fuze should now be available if you open a Windows Explorer window (My Computer).
For MTP, manually select MTP Mode as you did here (unplug first, of course), then plug in. Then open the Device Manager. You can find this in many ways, via the Control Panel, or simply right click on My Computer, select Manage, then go to Device Manager.
The Sansa should be listed under Portable Device. Double click on it, selecting the Driver tab, and uninstall it. (You can right-click to find uninstall as well). Then, unplug the Sansa. Plug in again after about 10 seconds, and the PC will reinstall the correct drivers automatically. I prefer to reboot the PC prior to plugging in, as Windows can be lazy when it comes to repairing those registry entries following the uninstall.