As noted above, the files likely are not of a file type compatible with the clip. Here’s the compatibility listing from the Clip Zip manual. http://mp3support.sandisk.com/downloads/um/clipzip-um.pdf – see page 2.
Music player: Plays your favorite music content from nearly every source (MP3,
WMA, secure WMA, Ogg Vorbis, Flac), AAC (DRM-free iTunes).
And if you still have a question, post the file type here.