You'll need to know where your LW songs are...go into your library, click on Saved Files then click on Explore. This will show you where your songs are. Then add them to your mp3 player following the instructions in the manual

If you are really lost, use the search (top right, between faq and home), search for 'transfer music to mp3 player' or something similar. You'll probably find a few threads that cover this.