chuck22 , the problem with cod is you can't get a refund unless the seller is willing to do so.
However, if you want to change the memory chip, it is also possible. There is a guide from s1mp3.org here
http://wiki.s1mp3.org/index.php/How_..._a_memory_chip
However, you will need to do alot of pre-purchase work by verifying the actual chip and getting the datasheet for it. You need to ensure that the new chip being bought has the same pinouts/specifications as the current chip installed.
You need to verify each player individually as the manufacturer might have used different chips in each player.
Currently there are no verified 4GB and above nano-clone players in the market. But you can get legit 2GB players from
Uxcell.com, although there were some complains recently regarding the hacked memory issues too.
Also, try
houseofdap.com, they offer Teclast & Meizu 1GB, 2GB and 4GB players. These players are slightly of the high-end side and costs abit more. But very well worth the money and usually lesser problems.