FAT

What does this mean. I connect my sandisk player to computer, A message appears saying Fat is corrupted, Connect device to PC and recover FAT, When PC & player are connected together, this forementioned message shows a few seconds then shows CONNECTED, When player & PC are disconnected , Above FAT message shows up for a minute or so then entire player shuts downs & goes dead completely. Will be leaving PC & MP player attached for a few hours or maybe even overnight, Will that help?  What should I do to fix this problem?