Need help adding mp3 files to player

when i downloaded the audio from the website, the tag was .mp3.  Once on my computer, it shows as .mpeg.  When I click on it to open it, it is automatically opened using RealPlayer…another type of media player.  Now, when I plug my clip into the computer, the only options I have are to synchronize using Windows Media Player, Yahoo Jukebox or Nothing…those are my choices in the dialogue box.  To get this file into Windows media player, I have to manually load it…it does not show up in the library.  I right click on it to add it to the sync list and when I click on start sync, i get an error message saying cannot sync…not compatible…or something to that effect.  Now, I did check the sansa clip manual that I downloaded off this forum and the clip should recognize these types of files so I don’t understand.  Hope this clarifies the issues I’m having.