I am trying to put music using windows media player

If in doubt start over.
Reboot BOTH the MP3 player AND your computer and start again ensuring that all cables are properly seated.

Check that usb into another machine if it works fine there then your PC might some have problem and if the usb device is still not recognized then your device might have some problem.

If at all the usb device is working fine then in your PC cehck the usb settings and update drivers if this is done then your usb device should work fine on your PC as well.