It depends how the music got onto the Fuze.
Can you see what kind of files they are? Connect the Fuze to the computer and find the albums. Open a folder and see what kind of file they are. (If they files are just listed as listed as 01-Song rather than 01-Song.mp3 or 01-Song.wma, you’ll have to go into Windows Help and look up “Hide extensions for known file types” and un-hide them).
If they are mp3 you are good to go. Forget about Windows Media player and just copy-and-paste them into a folder on your computer.
If they are .wma things are trickier. Some .wma files have DRM–Digital Rights Misery–codes hidden in them to prevent you from moving them to too many places. The idea was to stop digital piracy.
First, try just copying the .wma files back onto the computer–cut-and-paste, again without Windows Media Player. See if they will play. Maybe you’re lucky and they did not get DRM’d.
Otherwise you will need to open up the Windows Media Player that sent the files.
And take it from here: