It might be best to stick to the rules if your job depends on it, but there's always this old MP3 player:
(Creative Nomad Jukebox 3)
It was released sometime in 2002 and came in 20GB capacity. It was the first MP3 player I bought early in 2003. It sounds very good for a Creative player. I gave away mine, but regretted it and got a new one off Ebay. Now I've got it plugged into my stereo. With wave-files on it, it sounds great.
The Nomads are collectors items nowadays but you should be able to find one for a reasonable price. The problem might be to connect it to your computer. The Nomad players might not agree with newer Windows versions or other operating systems, but if you've got a computer running Windows XP I don't think you'll have any problems.
I also think that MiniDisc is a good option, however the HiMD-players might cost a bit too much if you're just planning on casual listening...
Edited by Danneq - 7/29/12 at 2:23pm