So I bought an Emprex MP507 at Frys, and I get home and I try to put music on it. It shows up in the removable device file, but when I disconnect the player and turn it on, absolutely NOTHING is there. Does anyone know how to fix this?

I had a simular problem with my mp3 player, where the player would shut itself off as soon as i turned it on. I managed to fix the problem however by changing the removable devices file format from "FAT32" to "FAT", it worked fine then.

you could try that, and check that your music is in either .mp3 and or .wave format, it won't play other music formats i don't think.