File extension not recognized by Windows Media {layer

I have just installed a Creative MuVo V100 device and downloaded a book from our local library eCollection. The book is now on my desktop, and listed among the items on the MuVo itself, so I know it has been loaded onto it.

However, I can't play it. In fact, although originally some music did show up for listening, now nothing can be heard, and I get the message (on the screen, not audibly) that Windows Media Player doesn't recognize the file extension of the book.

Has anyone had any experience with downloading, transferring, and playing books from this type of library system?

Has anyone has any experience with the Creative MuVo V100? The manual is sketchy to the max (I understand that this is a problem with some Creative devices).

Is the problem with the device or with the book? any ideas?