I recently had to fix a bricked Sansa e200; and managed to get e200tool compiling on MSVC (i.e. without cygwin). I figured someone might find it handy; so I'm uploading it here.
Source is included, but you'll need to find a copy of stdint.h for MSVC to compile it (I used
http://msinttypes.googlecode.com/svn/trunk/stdint.h). The binary compiled should work on x86 computers; but I've only tested it on x64.
Compatible libusb drivers are also included, but for x64 you'll need to boot up with Driver Signature Enforcement disabled (hit F8 whilst booting) to install and use them (otherwise Windows will either refuse to install the drivers or disable your USB controller driver). You might need to install them twice since the Sansa E200 at least changes it's USB IDs during the bootstrapping process.
Otherwise it should be pretty much the same as it is on linux. Usage is at YOUR OWN RISK, as always.
Download here:
http://rapidshare.com/files/369499049/e200tool.zip.html (sorry about the rapidshare, I couldn't think of any other quick and easy filesharing service off the top of my head)