Sandisk mp3 player malfunction?

Have you tried pressing the Home button (upper left of the keypad)? That is the purpose of this button; to take you back to the Main menu with 1 button press.

You might want to read through the User’s Manual to familiarize yourself with how this device works. Granted it’s not the most clear and consise manual ever written and there are points that are missing, but it will give you the basics.