How do I get my Sandisk C250 to show my files copied to it from Windows Media Player???

I just bought a Sandisk C250 player.  I am new to the whole Mp3 player thing so I am sure this is a pretty basic question but I can not get my player to show up any of the files that the Windows Media player says I’ve copied to it.  I keep reading about a MEDIA folder but I don’t see a Media folder on my Sandisk to copy my files to so I copied them to the Data folder inside the System folder on the player. Nothing shows up. What am I doing wrong?  These are Wav files so I thought maybe it was the file type so I tried an MP3 file copied to the same location and still nothing.  I read somewhere about a ROOT folder.  I don’t see a Root folder on my player.  Is it named something else??  Sorry for all the basic questions but I want to give this as a Christmas gift already loaded but I can’t figure it out.  Thank you to anyone who can help.:cry: