Hi @jacesmom2013 ,
If you have ensured that the battery is fully charged and it still only works when connected to a charger then there is a problem with the battery or the battery charging circuit in the player.
You state that ''I literally just bought this %#*@ thing...''. What type of warranty if any, was offered by the vendor?
If there was a warranty given with the player and it is still valid, take it back for a refund
If there was no warranty or it is out of date and you wish to fix and keep the player here is a link to the ifixit [guide|36971] guide.