Well Dave, that would be because the owners manual that came with it listed .amv as the type of file it would play, and because the converter that came with it changes files to .amv files.
I searched on the forum and people with the same type player solved their problems by using AVConvrter v1.0. I found the program finally, and it works like a charm. Amazing how simple the solution was when you know what to look for!
Thanks for all your help