Between pages 20-22 of your Dell DJ manual the answers are all there. A. You have a choice of initially importing them into MusicMatch on your comp. B. Or, open the Portable Device Manager & press Add button & select comp. C. Also can do it this way, after connecting to your comp, go to Start>Programs>Dell>Dell DJ Explorer. When this is open click Folders in its toolbar. Now you can select the location of your LW Dwnld folder. Also click DJ Explorer until it expands all the way to its music library. You can now copy & paste or drag & drop tunes across from your LW Dwnld folder to your Dell DJ.
Your LW Dwnld folder can be found by going to LW's menu Tools>Options>Saving & this will tell you the folder's name, location & path. Easy huh!