See what format the files are. They have to be .mp3., .wma, .ogg or .flac (and possibly .rax, I’m not sure). If they are .m4a files–from iTunes–the Fuze can’t play them, so it’s showing you their filename before moving on.
.m4a and many other filetypes (not .m4p, though) can be converted to .mp3 with Media Coder
Another possibility is that they have characters in their ID3 tags that are making the Sansa very unhappy. You may have to change the tags to something simpler, or using English. characters instead of Kanji, or in a different version. Get mp3tag and take a look at them. Set mp3tag’s defaults (Tools/Options/Tags/Mpeg) to Write ID3v2.3 ISO-8859-1. The Japanese characters may use Unicode (UTF), and the Sansa sometimes gets all upset about that.