What you “copied” onto the notebook from the CD may well have been not the files themselves but a list of the locations of the files on the CD–especially if it went really fast, and especially since they are only 0kb. You can’t just copy–you have to “rip,” getting the actual audio information.
The player also skips through files it can’t play–including the .m4a files that iTunes rips by default, because Apple doesn’t like to play nicely with the other children.
Don’t know if you are in Windows or Mac. They both tend to hide the extensions that tell you what kind of file you have. If you are in Windows, search help for “Hide extensions” to learn how to un-hide file extensions. If the extension of your files isn’t. mp3, wma, wav, flac or .aa then they probably won’t play on your player.
You need to “rip” the music files onto your computer–copy the audio information, either in the original format (.wav) or much smaller compressed files. FLAC files are smaller and lossless for audio perfectionists; .mp3 at 320 kbps will probably sound just as good unless you are playing them back in a very quiet place on audiophile headphones.
WMP will rip your CDs, as explained by JK98.
So will iTunes, if that’s what you have.
If you are using iTunes on your computer, you can go into Importing Settings (often under Edit/Preferences/Advanced, which is different from the Advanced tab that’s always shown–but each version of iTunes likes to move stuff around, so check Help if that doesn’t work). Change the format from .m4a or other Apple format to .mp3 and go for high quality, 320. You only have to do it once. Then when you “import”–that is, rip–you’ll get mp3 files that play on everything.
On the Sansa, I suggest Settings/System Settings/USB Mode/MSC and then you can just copy stuff onto the internal memory or a microSD card in the slot.
Just to be annoying, Mac OSX also makes “finder” files that it also calls mp3. They start with period underscore like ._01-Track01.mp3. The Sansa thinks those are mp3s–Apple told it they were by putting the mp3 extension on–but they are 0kb and there is no audio information in them. They’re usually in a folder called MACOSX. Make sure you copy the actual mp3 music files–about 10MB per minute of music–onto the Sansa.