It could be that the firmware is corrupt. Only since the last firmware update has the fuze been compatible with slotradio cards. You’ll have to reinstall it manually. There’s a sticky at the top of this board that’ll link you to the update and will have instructions on how to do it.
Another cause could be, and this is only a guess, is the usb mode that your player is in. You can put it into MSC mode in system settings > usb mode > msc. If you do this before reinstalling the firmware, you’ll have to change it again. Updating or reinstalling it resets the mode to “automode”.
Last thing to consider, since this is a new purchase, have you put a regular microsdhc card in yet? It maybe the slot and a hardware problem.