I have one of these; bought it new at Walmart.
It works with WEP security. The router I initiaially paired it with was 100mps, and there were definitely buffering and connection issues with that one--even though the player sits in the room directly above the router.
The more modern, 300mps unit that I'm using now connects much more quickly and there are no more buffering issues.
No, there is no Amazon app, just the 4 or 5 listed.
Honestly, it's not a bad player, but if you're not going to have it within about 20' of where your router is...you could have issues. I like mine, though. And I'd get another one.