Desperatedan
Are you putting .mp3 and .wma files into the room of your player?
If you have, then from your player, you should be able to go into the "Music" menu, press the [Menu] button and it should show the songs on there. Then press the [Play] button.
Also, if you've bought a 4GB player, then chances are, it has bee 'hacked' to show more storage than it physically has. Having a hacked player will produce the problems you mentioned as well as it's not copying all the files across, only making a dud/false copy of it which isn't playable.
Try formatting your player and then see how much space you have on it afterwards (make sure you backup the files you want to keep that you've already copied across).
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