Then, by connecting the mp3 player to your computer, you download the audio files into the portable player. It is stored in the devices memory, typically a small removable memory card. The portable player can then read and play the audio content from its memory, out over headphones, thus letting you leave the computer and take the audio with your. Typical sizes range from 32mb to 128mb. 32mb will hold about 30 minutes of music and up to 2 hours of voice depending on encoding bitrates.
AA batteries are most common.
It is best to use a player that requires this type of standard battery. Typical life might be something like 14 hours of continuous play on a single battery. This specifies how the player connects to your computer. You will typically find either a USB port or Parallel interface. Beware of players like Sony's that may not support MP3 internally but requires file conversion to proprietory format.