Cheap USB to DAC converter making awful pops

To try out computer-based audio, I bought the cheapest USB to DAC converter (just a Coaxial out) that I could find. It will not play anything that I've downloaded without a constant barrage of unacceptable digital artifacts in the form of pops and clicks that make it unusable. (It was purchased on ebay from one of those anonymous Chinese dealers and came in a box labeled "Ha Info," I saw no relevant negative feedback, not that that means anything.)

Anyway, it's fed into a cheap (I know!) DAC that I've never had any problems with. The device is the default audio playback device and is supposed to be simply plug and play.

I'm hoping this device has some electrical fault causing this problem. Does anyone have any opinions, as I've recently purchased a (hopefully) better device here on audiogon (the Trends Audio ud 10.1...I use a Trend Audio amp and my system has always worked well) and am hoping it is simply the device itself and not something stupid I've overlooked or cannot easily rectify, as I am truly a newbie in this realm.

Any opinions or advice would really help put my mind at ease, one way or the other, as I have a load of excellent tunes downloaded, way more than I could ever burn to CD.

Thanks to everyone/anyone.