Formatting a generic MP3 player

I purchased one of those thumb drive looking MP3 players off of Ebay and I'm getting disk error messages on the unit. I formatted it FAT32, but I'm wondering if either FAT or a Mac format would fix it. My daughters G3 running 10.3 sees it and can move music back & forth but when she uses the unit alone, that's when she gets the disk error. I know more information would be better & this is what you get by buying a cheap mp3 player...just fishing for possible solutions.
I don't know if anyone else has tackled this scenario.
I'm sure I'm not the only one that's been in this pickle.