why wont my mp4 work??

my mp4 wont download things. the instruction manual said when it plugged in, a screen would appear saying it was connected. the first two times i plugged it in, it did, but now it wont.and i didnt try to get any music. the box doesnt say who made it either. and when i went to get music, it said (the computer) it had finished downloading,but when i turned my player on again, nothing. whats up???