First issue:
What happens? Does it just shut down at a random time? Do you hear the HDD click and shut down? If so, you battery is dying. You need to replace the battery soon. See, the player is trying to draw more power from the battery than the battery can output, and hence it shuts down.
Second issue:
Use Iriverter. Simply select the device that you want, select your input file, and your output file, and hit convert. Voila, it is as easy as that. You do however need .NET framework 2.0 for Windows for it to run.