Digital mp34 player. i recently purchased a digital mp34 player and according to the manual i

Question

i recently purchased a digital mp34 player and according to the manual i should be able to put movies/videos on it. songs will download onto it fine, but whenever i download a music video or movie, my computer (the windows media program) will tell me the movie/video has been successfully downloaded to the device. however when i unplug my device the video menu claims that it is empty. i don't know why.....