What are you using to convert files to amv? Did your player come with a converter? If there's a help site for your player, try visiting that.

I don't have an mp4 player, but see if any of these links help. If you use Google, you'll probably find heaps more info about converters

AfterDawn.com: Search: Results
AMV Converter - Convert MP4, DVD, AVI, WMV to AMV video Converter
Download AMV Convert Tool 4.00 - AMV Convert Tool was developed for helping you to transform the media files into the AMV file format - Softpedia