It depends how often you use the player, how often you recharge, etc.
Try fully draining the battery, leave it a few hours, then putting it on charge and leaving it for a few hours after it's become fully charged. See if that makes any difference.
If not, either your batteries are a bit faulty (it is possible, but unlikely really), or they've just had a large amount of use. Either way, you'll need new batteries.
If they're removable it'll be simple. If they aren't, then you may need to send them somewhere.