Shawna, I don't know what is wrong with your player, but I do know that the controls are poorly marked and hard to read. Find the "DC In 4.5" jack and look the right. You will see a black slide switch marked "On Hold Off". This is used to lock the controls. Slide that switch to the right (Off) position. That will release the "hold" and you should be able to turn on your player.
Don Myrick, April 2010