They put the sticker on all their players but you don’t need to install anything for the Connect to work.
You need WinXP/Vista with Windows Media player 10/11 and all updates to be able to transfer music from PC.
With a free Yahoo ID you can listen to most Launchcast stations through your wireless router.
If you want to be able to wirelessly download music from Yahoo!, skip songs in Launchcast, transfer licensed Yahoo! music from PC etc… you need to purchase a Yahoo! To Go subscription. You must be a US resident. There is a 30 day free trial offered from this page.
You’ll need to stay connected to a wireless network for about 15 minutes the first time you connect for the player to automatically install any new firmware updates (last one was in November which enabled video).
If you want to put video on the player, you’ll need to download the latest Sansa Media Converter from the Sansa website.
If your PC doesn’t see the Connect in Media Player/Yahoo Jukebox you’ll need to re-boot the Connect (not the same as putting to sleep). Hold the power button for about 10 seconds. It will say “going to sleep” at first but keep holding button. Then when it says “shutting down” you’re done. Press power button again to start player. I need to do this fairly often with my setup.