Sansa Clip - can't tell when to charge battery?

When it says connected, it’s charging.  You should see the battery icon “filling up” as it charges.  When the charge is complete, the battery shows solid and there is no more flashing.  Charging a near-empty player takes around 4 hours.  

For the latest firmware update, see what firmware version you have under the player’s Info. screen under System Settings.  Then compare the version number to the latest firmware in the Firmware Upgrade sticky thread at the top of the forum–if that version number is higher, follow the instructions in the thread to update.  Viola!