Rhapsody not for Pakistan

I was given a Sansa as a gift. I used the disk which came with the package and installed Rhapsody onto my computer,  when I tried to register an account in Rhapsody, a message from Rhapsodysaid that  I could not register an account, because I live in Pakistan. The purpose of an account in Rhapsody I suppose is to download music in Sansa for free. Since I could not have an account in Rhapsody I played a song from a music CD. Rhapsody played the songs but I was unable to save that music in Sansa. I checked the format of the songs  which already existed in Sansa, they were in ALB format, whereas the songs in my CD were in CDA format.

I tried drag and drop, Sansa refused to recognised the files and did not play them. I tried to search for free mp3 music but they could not be saved on Sansa. Winamp was unable to detect any songs in the Music folder. How is one to use Sansa save songs so that one actually hear them? Since Rhapsody is limited to the USA or a few other countries, it is useless otherwise. If there was any feature that should exist in Sansa it should be the file format converter, so that CD music can be saved in Sansa. Even music from cassette tapes. I have over a hundred of them, convert those songs into  mp3 and save them in Sansa.  Without that I will never be able to save any song or tune in Sansa.