I've never liked using Rhythmbox (Gnome's default music player) as I found previous versions to be slow, buggy and crashed a lot. I'm trying to keep my system as close as possible to the default install so I've given Rythmbox one more change to impress.
I found the MTP plugin (in preferences > plugins) and enabled it, connected my Creative Zen 4GB and am happy to say it showed up and works.
I found rhythmbox to be far too unstable and tried Banshee (http://banshee-project.org/). The Creative Zen works fantastically with the Banshee MTP plugin on Ubuntu 9.10 and Banshee 1.6 Beta 2 (1.5.1).