Charge light does not come on???

I bought this player off of ebay used and it did not come with an adapter/charger. I went to the zenith supply parts store and purchased one. I plugged it in and the dvd player works as long as the adapter is plugged in, but it will not hold a charge. Am I supposed to be charging it somewhere else or some other way? Do I need to purchase an extra battery for it? This player did not come with instructions, and I am hesitant to try just anything on it. Thanks for your time.