Don't worry, I did my homework and looked up the standard solution to decoding .SAT files on the Gigabeat (F series), and attempted that solution.
The problem I've found is, I can't get my Gigabeat into WMP mode. Yes, I know how: PC Connections -> Windows Media Player 10. And this is going to sound stupid and illogical, but whenever I select that option (or the "choose when connected" one for that matter), and then plug it into my computer, the screen says it's connected in Gigabeat Room mode, and the computer's failure to decode the files confirms that.
Has anyone else had this problem? Is there a way to fix it? What about a general workaround, a different way to decode the files from on the computer or something?