I started the complete installation from the rockbox utility, pressed ok on confirm installation dialog box, at prerequisites dialog box clicked on sansa website, found my e200v2 and downloaded the firmware V03.01.16A. I unzipped the firmware file and then probably fouled up by copying that whole thing to the root directory of my sansa and installing it there. So, I think/guesstimate the problem is the firmware file is already on the sansa and rockbox finds it, doesn't recognize it as one it deals with because of the A on the end and stops.
UPDATE!
Problem solved. I recopied the .bin to the sansa root w/o installing it from there and then had the rockbox utility look for it there instead of on my computer. It found the .bin file in the sansa root and installed it automatically w/o a hitch. Either I did a slightly different sequence there from what one is supposed to do or it isn't clear in instructions that that is what the sequence is supposed to be. Before I tried that, it appeared to me that the rockbox utility was supposed to find the .bin file on my computer in the directory that I had downloaded it to from the sansa website but instead, the utility just seemed to hang on finding the zip file from sansa on my computer but couldn't find the .bin file no matter what I tried until i solved the way I have stated I did.