Hmmm... I wonder...

You said this was a brand new player, purchased from someone online? It is possible that they wiped it out for you in advance, using the disk builder software. If this is the case, it may not have a base software load on it at all! Try using the official upgrader and the 2.0 developer final (.upgrade file) to give a full load of the machine.

Edit: re-reading that you tried the consumer version. Please give the developer version a shot anyway, just in case...