MP3 Player not playing the music

Question

Hi - this is my first mp3 player and I'm not sure if I'm doing this right, but I load the songs from a cd into windows media player and then sync the songs I want into my mp3 player. Nothing plays when its done syncing. I bought this on ebay and it measures about 1 1/2" X 1" and when I plug it into the computer, the hardware says it is AMT (automatic music transformer). This device is 2 GB and came from Hong Kong.