1, take a look at the U disk is good, such as good to see if the contact is good, that is to say, some U disk USB socket is too loose, so it can not put out, you can change a flash drive.
2. Take a look at what format you downloaded the song, generally should be MP3, some players are not accept other formats of music.
If these two aspects are not a problem, there may be a problem with the player,