I'm assuming you're following the instructions on this page - as the quote you posted is from here:
http://www.rockbox.org/twiki/bin/view/Main/SansaE200UnbrickA few paragraphs above the paragraph you posted is the following:
"The e200tool works fine under Linux, *BSD and Mac OS X or similar systems, as long as you have libusb installed. If you are a Windows user, you should consider booting from a Linux Live-CD, as getting e200tool to work under Windows is extremely difficult and not recommended."
i.e. you can't use e200tool under Windows - you need to run a Unix-like operating system, such as Linux or OS X. As the instructions say, an options for Windows users is a Linux Live-CD.