I suggest, since you only have one cable for two players, give the cable to your girlfriend. That way, you'll have an excuse to come over and visit her all the time!
The skins and themes provided on this site by our members are darn good!!! The iPod theme makes it look almost like an iPod!
Though you got a 2GB player, best to format it (using the MP3 Disk Tool as part of the MP3 Utilities install) to confirm that it is a true 2GB player (as it might have been hacked).
Try taking your MPx player into a phone shop or electronics shop and see if you can get a USB cable that fits it. Or you can return the cable and ask for a replacement, though I'm not sure how much of a hassel and cost that is, just for a USB cable...........