mnemex showed me how to put the card into the player, and I exempt myself from shame for not figuring this out on my own. To put in the card, one has to open up the section where the AAA battery goes in, take out the battery, put the card in the slot behind the battery, then put the battery back and close the machine. Ick.
But, I have now played a song on my mp3 player. Next, I should learn to load it directly, rather than through a card, and perhaps figure out what playlists are, how to make them, and why I might want them.