Ouch, you really haven't made this easy on yourself.

The only thing I can think of is to contact Apple's sales department directly and ask for someone in charge. Explain to this person that you're doing scientific research about the market penetration of their product and access to their sales records would be a big help. Tell him that you're NOT interrested in names, but solely on sales numbers and more specifically sales numbers correlated to sex. (I'm sure they keep records of this)
It might help if you can convince this person that the outcome of your research could be beneficial to both parties.

That's really the only think I can think of. The MP3 market is such a recently developped (and continuously developping) market that I don't believe you'll find much statistical data about it. (but I'm sure you've alreasy figured that part out for yourself)

Anyway hope this helps. And no, I don't know any woman that has ever bought any MP3 related devices, nor do I know a woman that is even remotely interested in doing so.