Shove the cd into your computer and see if any software opens automatically. If it doesn't, take the cd out, then go to the microsoft website (if you're using Windows) and download the latest version of media player. Then put tthe cd back in and media player should open automatically offer you a "rip" option. Or you could do the same thing with Realplayer or any of a number of other programs available for free download.
Once you've got a folder with the mp3 files in it, you can with most players just copy that folder to the player via an ordinary USB connection.