There is no such thing as a 3V C battery. All C batteries are 1.5V. Look on the side of your player to find a lilttle hole. It might say something like "6VDC". Go to Salvation Army and they have a wall of adapters, and one of them will be the same size and same voltage as what you find on your player. Then you won't need to buy batteries unless you want to play music outside.
Go to google.com and type the name and model # of your player in the search box and press Enter. See what you learn.