In the US you can get a replacement cable at Amazon or Ebay for about $5. Search for Sansa Fuze USB data cable or E200 data cable (same cable).
But if it’s brand new, take it back to where you bought it and just tell them it’s not connecting. There’s probably a 30-day warranty at the store. Or contact SanDisk at your country’s support number. You have a one-year warranty.