Need mp3 format backup

My mp3 player is having problems and recently, i downloaded a song off a free mp3 site and when i click to download, the (my computer file) frozed and when i turned my mp3 player on the logo was on and it shut off. this has nothing to do with the battery and when i try to fix it on a computer. i mistakingly changed the file to a wierd file and when i deleted all the files, my mp3 player is not working properly. i plugged my mp3 player in and the screen said (you need to format this drive, do you want to format now?) does anyone know how to fix this??