I bought an MP4 player from Hong Kong and it arrived safely.  It did MP3 , FM radio, JPEG Pictures and audio recording.  It took me a week to figure out charging it and about 3 weeks to figure out the video.

Charging, the basic battery is a lowly 250 mAh Lithium Ion battery.  This may sound like very little but it is adequate.  You can buy replacement battery kits on ebay or in Maplins for the i-pod nano and they are only taking you up to 330 mAh.  Compare this to an MP3 player rechargeable AAA battery which is typically 600-900mAh.  I had a friend lookat the components when the cable developed a fault (I didn't know it was just the cable at the time).  He found that a diode (or other part) showed about a 1V drop in the charging voltage.  He replaced the component witha superior one (0.4 V drop) and the unit now charges in a couple of hours.

It charges slowly and drains quite quickly.  To charge the battery the MP4 player MUST be switched on.  The player will switch off after 20 seconds and the LED on the plug charger will switch from a dull orange to a brighter red. Once charged (overnight) it will show green. 

MP4 - first thing is that it is NOT an MP4 player!  It is a video player that uses the  AMV format.  To get your video files into .amv files it is necessary to convert them using  the "AMV Convert Tool".  This essentially plays the video and converts it to amv.  Regrettably the CD supplied does not have the software for the video player.  Even the video clip pre-loaded on the MP4 player would not load.  The reason for this is I believe the pixel settings. 

It took me about a fortnight to find the correct version of amv convert tool which is Convert Tools 3.7.  This gave access to a functional settings icon (blue cog) and allowed me to choose the 126x96, High, High, Mode2 settings. (You can see these settings in more detail at mympxplayer)  Other versions do not allow you to alter the settings to find the one to match your MP4 player.  To be fair the seller did provide some sort of link which was to a pay-per-download site in pigeon english but having been given the wrong mini-CD I didn't trust her advice or my interpretaion of her e-mail.

This was the 8th download and I think was from an archived earlier version. (Afraid you will have to Google the driver ebay does not allow external links however I write it)

Video still won't load physically into the MP4 player?  This may have nothing to do with the file format but the capacity of the flash drive.  There are persistent rumours about small 500Mb flash drives being disguised as 4Gb drives.  They work for a while, long enough perhaps for you to give feedback.  They will not accept large files however so try putting a large non-video file ontop the player and see if there is a conflict between the actual size and the size you are being told it is.  This was not my problem but it was reported elsewhere.