You do need to pay for the Napster to Go service, which is $15/month. I assume that you have done that. If not, you cannot download to your player. The downloads are part of a subscription model which is for a fee.
If you have paid, then we need more information as to the nature of the problem: does the player show up in Napster, did you log into Napster, is your account correctly set up, etc.
I just bought a Creative Zen Vision:M and thought I would be able to download from Napster, but have not been able to do so. What are other owners of this MP3 player using as a download sources? Thanks

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic