Mp3 player has its own battery, and you could connect some 4" speakers to a 12v amp, ot you can make an amp called a gainclone if you have a soldering iron and a radioshack or access to components.
Rob
You can buy small 500w max output (250w x2) car amps on ebay for $13 from china (aaaaaaaaah)
Rig one of them to a small car battery and your 4" speaker (8 or 16ohm) and you're set to go.