It refuses to stay on.

I have just found the solution to this problem. Iam usuing WindowsXP Home and Windows Media Player 9 (as recommended). It is essential when you have copied the files over to this mp3player that you use the 'safely remove hardware' facility on the bottom tray to close the files before remove the headphone USB connection from your computer. If you do not then the files are not closed and the mp3 player thinks there are no files to play and immediately closes down. I have discovered that the headphones close down when you reach the end of the playing files. Hope this also solves your problem.