My Videos won't download onto my MP4 even after.... I have a Zodiac MP4 player with a little 2.4

Question

I have a Zodiac MP4 player with a little 2.4 inch screen. I've tried downloading videos using the converter provided with the MP4, which is supposed to convert .wma to .avi and it still won't play them. Whatever video I attempt to save shows up on the menu under "Explorer" but it won't play it saying "file not supported" or something like that. How do I get my video's to play on this player. It says it fully supports them, but the instruction manual is completely inadequate. Please help. Thanks.