Flash Drive Problem - Please Help

Hey, folks. I'm having a little trouble with an MP3 Player/Recorder/Flash drive, I bought off ebay.

Here is the link if anyone is interested:

http://cgi.ebay.com/1GB-MP3-Player-...ryZ73839QQrdZ1QQcmdZViewItem#ebayphotohosting

Anyways, I was really stoked about gettin this because I can record lectures and then I could just put it on my Ipod to listen to.

While after I recroded my first lecture I tried to remove the file from the "removal drive" bought I got the message reading something like this:

"You cannot do this, this disk is protected"

Then I tried putting some files on to the flash drive and I got the same message. The message also tells me to take off the protection.

Does anyone know if I can put files on this flash drive, furthermore, how is it supposed to play MP3 if I can't mp3 on it?

Any help would be appreciated. Thanks.