My ilo wont turn on

It will connect to the computer but it will not turn on once I disconnect it from the computer...Does it need to charge before I use it or is there something else that Im missing

Bought ILO mp3 1 GB from Walmart on day after Thanksgiving day sale. Hooked to my new Walmart Pavilion with Vista *#!*!###, (hate Vista, had to buy new 4 in 1 printer because nothing works with Vista). No ILO screen comes up so downloaded songs with WIndows Media Player and yet nothing happens. Tried hooking to computer again and now have flash loading screen that is frozen. More Walmart junk!