As a fellow Pho Lister pointed to me, I was wrong to suggest that only Sansa MP3 Players work with the Rhapsody to Go service.
There are more players available to use with the service.
Some of them might not be available any more or are few and far between.
Despite my correction and my apology for jumping to conclusions, my main point that devices that allow you to download music should be agnostic as to what services you can use to make legal, paid for digital downloads and vice versa.
Imagine how you would feel if you could fill up the tank on your Toyota only at BP stations and your Ford at Mobil for example…
Would it not feel absurd to you?
Related: Why Can't I Download Music from Rhapsody to Zune MP3 Player?