One other thing to look for - do you have one of Mark's docking stations? It uses the empeg's wire loom instead of the power brick connector to supply power to the player.

If you have one of the docks, and it works in there as well, it eliminates the power path from the loom inside the empeg. If it fails, it means the empeg is suspect and to look for a problem there.

Try Tony's recommendations first - that is more likely.