Those 4 GB of mp3's (that's somewhat more than 1000 average tracks) must be stored inside the player. The two options are:
a. On flash memory (like it's being used on a USB-stick)
b. On a small hard disk
For 4 GB I'd go for a flash drive. For 30 GB I'd use a hard disk.
Kees
What is the difference between a MP3 Player 4GB NO FLASH & a MP3 player 4GB FLASH

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic