the mounting sleeve should only be used as a last resort if no other mounting options are available, because its quite easy to remove.
they can be had for free, from any good samaritan tuner because most people don't use theirs. if you can, fab a pair of brackets for mounting.
about the mp3, are you certain the jack is seated properly? because sometimes if it doesn't make full contact you can get this problem. try another jack if that doesn't work.