If you are thinking about purchasing MP3 players to use with the digital library always check the Overdrive Device Resource Center. Even after you decide on a brand to purchase you want to make sure that it plays secure WMA files.
When looking at a device go to the Product features and look under Supported Formats. It may list WMA but make sure it ALSO lists Secure WMA as shown below.
These devices may be a little more expensive but can usually be found for around $50. Some of the less expensive MP3 players won't play secure files. I believe you should easily be able to find these players at Best Buy or Walmart.
Once you have these devices you should be able to download any audio book from our digital library. Several schools are already loading books and lending to students on these devices. Comment here if you are doing this and let others know how it's working.