[knob]

Easiest way would be to chop the mini connector off the lead that came with it, and solder the wires straight to the player.

But then you would finish up with a player with a tail on it,lol, but at least it would work.

You have only 4 wires to bother with, +5v, ground (0v) and the 2 serial comms. most important to get the +5v and the ground (0v) the right way round.
The charging power comes from the outer 2, and the data transfer the inner 2 on the connector.

You can easily work out which is the ground as it should be directly connected to the black lead on the battery.