I Just bought a brand new MP3/MP4 player. HELP HELP HELP

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Today I just bought a MP3/MP4 player with case, play's video, has a FM radio, Voice recorder, Browse's Photo's, does E-Book's,The MP4 play also goes into to stand-by, it fast forward, rewind's. Now it's not from Japan, or China, it didn't give you foreighn direction's. It's from the U.S. but I can't figure it out. I have just a MP3 player and all I do to mine is hook it up to the comp. download the song's I wish from Limewire, transfer to the portable device; Which is the MP3 player. I put on my headphone's and it work's. But with this it's not happening. I thought since I had a MP3 player it would work the same way boy was I wrong. The first thing I wondered maybe it would have a driver to work,not today. Anyone give me some help here???