I've been running Rockbox on my one-year-old Sansa e260Rv1 (the Rhapsody helix version) for several weeks now and finally have it pretty much figured out.
However, today I formatted to wipe the memory of data so I could reload music from scratch and found out that not only did Rockbox get wiped out during the format so did Rhapsody. The only thing left is the Rockbox bootloader 4.0. Â 
Formatting is the usual method for cleaning all the songs out my Sansa and normally doesn't affect the application itself. I assume this happened as a result of unlocking the software protection in order to get Rockbox to install.
After I got my Sansa set up for Rockbox it had a dual boot feature that I really liked and would love to get it set up that way again. Can you point me to the procedure for reloading Rockbox and Rhapsody? Any advice about avoiding this problem in the future would also be greatly appreciated.
I just PM'ed you recovery instructions as it's easier to do than try and link you to another post. I also posted the recovery instructions on the post you made on the Rhapsody forum.
The base programming of a Sansa knows to take a file called PP5022.mi4 and then load that code into it's hidden partition.
To "Trick" the player in to loading the bootloader into the hidden partition, we rename it pp5022.mi4 so that the player THINK's it's loading orignal firmware but is really loading the bootloader. When the Sansa is then booted, it runs whatever code is in the hidden partition.
In short, the reason that formatting an Rockboxed E200R is a bad idea is that both the original firmware and the rockbox firmware reside in the main file system. (The one that unfortunately gets "formatted"). On a Rockboxed Sansa, the hidden partition contains the boot loader code and then based on your key input will load either the original firmware (your OF.mi4 file) or your rockbox firmware (rockbox.mi4),
On a non-rockboxed box the original firmware resides in the hidden partition and that's why you can format a non-rockboxed Sansa Rhapsody and not lose functionality.
So if you are running rockbox, never EVER format, unless you have all the necessary files and original firmware to recover.