DFPlayer - Overheat and no switching off

Hello, 

I just bought a DFPlayer and connected it to a 8ohm speaker,

I connected a battery of 3.7V, 200mAh

I have put a sample sound on a mini SD card and tested it and it works well. but If I let the battery connected the DFPlayer heatup is this something normal and I just need to put a switch?

(I have just very basic knledge of electronics unfortunatly)

Thanks in advance

Paul