Execute disable bit on an mp3 player?

[Eric]

Anyone run into a case where for whatever reason they couldn't
re-enable execution of a file on a mp3 player/usb stick/memory card?

Trying to get JSymphonic onto an old Sony player so I can play with it
from Ubuntu.  Downloaded the file(it's a .jar) to my home, changed the
bit(chmod +x), tested that it works.  Tried copying it to a folder I
created on the MP3 player, execute bit is unset. Trying to change the
bit back doesn't work.  First time I can't get the change to stick
like this.

I'm almost positive this would work fine if I copied it in MS, but
that doesn't fix the knowledge gap either.