Detecting a Sansa Clip

Did you install the software that came with your MP3 player?

You could click STart, Computer, Double click on your MP3 player

Well I just got a sansa clip+ for an early Christmas present. I had the same problem. I will give you steps
1. Get your device to the system settings screen
2. Scroll down to USB mode
3. Their will be Three settings you can choose form pick the one that says MSC