It does not sound like you are doing something wrong.
When you say the screen goes dead after 30sec, is it just the LCD turning off or is the player dying? When the screen goes black does it come back on again if you press any of the buttons?
If you have connected your player turned it on and left it charging for a few hours and it still has no charge when disconnected then there is a problem with your player.
It could be a faulty USB Cord or the battery itself.
The other thing that concerns me is that you have purchased the player as a 4GB player, as at the present chipods will only support a maximum of 2GB Nand Flash memory so odds are your player is hacked and in fact has a smaller memory chip than advertised. To find out you will need to format the player to remove the hack that is causing the player to be read as having a 4GB capacity. If you look through the forums you will find other posts from people who have been conned by these fraudsters that sell these hacked players.
I suggest you install MP3 Player Utilities and use the MP3 Player Disk Tool to do a double format. If you start the Disk Tool then go to the Partition Encrypt tab and move the slider all the way right and apply to format, then when complete move the slider all the way left then format again. Your player should now read at it's true size.
This hack should not be causing your charge problems but if your player is hacked and your battery is faulty I suggest you file a complaint with eBay to get your money back in full including shipping.
The following outlines the recommended way to go about this:
How to get full refund and how to expose fraudulent sellers?
Check if the seller is still actively listing the same counterfeit items right now!
An effective way against seller FRAUD, is to avoid contacting seller upfront to get refund directly from seller. Instead you should proceed to complete the Item Not Received or Significantly Not as Described process dispute after 10 days of item closing date so that eBay or Paypal is alerted of the development of fraudulent situation. If you have paid by Paypal, you can also complete the Paypal Buyer Complaint Process to get refund from Paypal within 45 days.
Since you have NOT been provided with what you have paid for, it does not falls into seller's return policy. You are covered by the 90 days protection period under eBay Standard Purchase Protection Program.
Unless these fraudsters would risk their eBay account for permanent suspension, they will for sure be in contact with you quicker than anything else. You then regain control of the situation and the power is again on your side.
Counterfeit is FRAUD, do not settle with the seller unless the seller is paying for all the associated return shipping cost of the item.
You still own the right to provide negative feedback against the seller to alert the fraudulent situation to warn other eBayers.
Provided that you have provided negative feedback to the seller and if subsequently the seller provides you with an unfair retaliatory negative feedback, you have a case to lodge against the seller by requesting eBay for feedback removal to fully protect your feedback.
Effectively you will get your money back either from the seller or from eBay/Paypal. Most important by going through this, you have assisted the process of exposing fradulent sellers on eBay, which will result in permanent suspension of the seller's account.
In most countries, FRAUD is a CRIMINAL offense and injunctions may be brought against the fraudsters to prevent them from moving on under a different name after being banned. Thus, you may choose to contact your law enforcement agencies or each respective brand manufacturers in your region, to report counterfeit and provide them with your item detail and the source of the item.
This is from an a post on eBay in relation to people buying USB drives with hacked chips but the same would apply to hacked MP4 Players, the full post can be read HERE