As a rule, most MP3 players don't record, most minidisc players do. You'll need a 'bat detector' to ever record a bat, do a google on the subject. As an alternative to MP3 stuff why not use a video recorder, the sound on these is pretty good as long as you use a proper external mike. You might like the birds on this track, before they are obliterated by my motorcycle (see left).
Vroom