OK, first things first...
Welcome to our, and now your, community!
With that out of the way, I'm going to direct you to, and suggest you read through, our
fine manual for the SanDisk Sansa Clip Zip.
You might want to pay particular attention to the section
4.4 Working with Playlists.
Regarding "untagged" media, what this means is that your audio has no, or invalid,
ID3v{1|2} metadata tags. These ID3 frames are used to carry information such as Album, Artist, Disc Number, Genre, Track Number, Year, embedded album art (cover, CD image, booklet, etc), and so on and so forth. The Rockbox
Database is pretty much entirely useless without correct/intact metadata, so you might find it more suitable to use the
File Browser instead of you're unwilling or unable to fix your audio metadata.
As a side note, MP3Tag is probably not the tool you want to be using here, as it relies on you entering the tag values and provides zero automation. I highly recommend
MusicBrainz Picard instead, as it can scan your tracks by file name, by existing partial metadata, or by audio fingerprinting from the audio stream itself.
Please not that if you use either MP3Tag or MusicBrainz Picard, you should BACK UP YOUR MEDIA BEFORE DOING ANYTHING, as it is very easy to make a mistake that will be exceedingly difficult and/or tedious to correct.
[Saint]