I had the same problem which goes away if you:-
Plug the player into your PC USB Port (with the PC switched on)- leave for an hour or so.
Remove player & insert new battery,and hopefully this will do the trick.
Its probably that the player needs a trickle of charge from the PC as well as the AAA Battery to help store the songe.
Peter McClements petermcclements@hotmail.com, January 2005