Also--make sure the battery is dead. I'm glad I watched this first:
https://www.youtube.com/watch?v=K2Qgtkkv8s0
Also, this Sansa page has similar instruction (i.e., things to do before declaring your battery dead):
http://kb.sandisk.com/app/answers/detail/a_id/1121/~/sansa-player-is-not-turning-on
I love my Sansa Clip! I've had it for ages now and it's still going strong. Thanks for posting this question.