It should have come with a program called SonicStage 3.3. You need to install that onto your computer or you can download it from here:
CNET Download.com
It should have an option to add tracks to the library. Then browse your computer for the files. The default location is C:/Documents and Settings/"your account name"/Shared.
Once you have your songs in the library you should be able to send the tracks to a "portable device", that would be your mp3 player.
Sorry that the directions are pretty generic but I don't have SonicStage on my pc. Hope this helps a little
.