I get this same message with everything I try to do

Windows Media Player cannot access the file. The file might be in use, you might not have access to the computer where the file is stored, or your proxy settings might not be correct.

Can someone help? I have never had this much trouble with any MP3 player.

As stated in your other thread, you don’t need WMP, unless your music is DRM’ed.  Instead, you can simply keep things simple and drag and drop (or copy and paste) between your computer’s folders and the Clip’s folders–so easy to do!