You’ll notice that there are some unique things that happen in the world of the µSD card, like the .sid file. This is part of the way the microSD standard works, actually.
The µSD card is designed for interchangeability between devices, with a primary application of images as in digital cameras, audio files as with the Sansa, and more. Video files fall into this category as well, as phones and other portable devices share media quite readily.
Thus, you’ll see interesting things when browsing the µSD card, used by various machines.
If you have secure media, like your Rhapsody To Go files on the µSD card, they will play on your Sansa, but won’t play if loaded on another device. I can load files from several accounts, onto one µSD card, and the respective files wil only be accessible when used on the correct device.