Same problem with my new clip+ too.
It installs successfully but nothing happens, I unplugged it, switched it off and back on and nothing happens, boots into its stock firmware. I removed the card and reinstalled and still no RockBox.
Theres no Rockbox dir in my Sansa.... nothing but the Utility shows that RockBox is installed.
Can someone tell what could be the problem?
The only thing left to try is manual install... but am too lazy to try :p