Delstar ds 1036

Wont download music. Shows songs in media player , shows device in driver e removabl disk, and synct then tells me to remove device it is completed but, when I remove the mp3 there are no files no music ??? Also have tried to open my computer and drop in drive e remov disk works but no files???. I finally got the music to download on drive e (which was the mp3 player) but when i unhooked it the player read no files. I need help!!!!! I will play when I hook it to the computer but when I unhook it it want play.