From your link:
WTV020-SD voice module adopts WTV020SD-20S as core procesing chip. It supports MP3 control mode, key control models (3-voice and 5-voice),pwer control mode or two-line serial control mode . Control mode is set while producing, which can not be changed through configuring.
Note: please choose the mo3 mode you want to order and we will ship for you as you order!
So, unless you got the serial mode version, it doesn't look to me like you can get it into serial mode.
On the other hand there is this:
If you want to control the mp3 player with serial port commands with arduino, first you must put the cof.mp3 file with number 1 inside the advert1 folder.
Have you created this file, in this directory? Does the file contain just the number 1?