How do i put a movie into my mp4 player.

Question

i have a new mp4 player with a touchscreen thats from china. i have the dark knight on itunes which i bought. every time i try to put the dark knight on my mp4 it comes out as a read only file or it says file error. im desperate. the instruction manual is written in chinese and ive been at this problem for 3 months. please help me. with this problem or help me find a place in homestead florida where i can trade this for a apple brand ipod PLEASE!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!