From the wiki
No MSC Mode
If you can't find the option to switch USB mode to MSC in order to install Rockbox, you have two options:
Assuming the device is off, turn it on, then engage the hold switch and press (and hold) the rewind button. Plug the device in your computer. If done correctly, the Sansa will be recognized as an MSC device.
If I do this my player won't boot passed the lock screen, it then turns off.
What I have to do is Boot to OF with it connected to computer XP recognizes it as an MTP device
Next
engage the hold switch and press (and hold) the rewind button, disconnect from computer,
Wait until the computer signals the MTP device has been removed.
Reconnect to the computer and it will now be detected as an MSC device.