Hiya GR
I assume you haven't any mp3 tracks on the comp already. If this is the case you'll have to get yourself an mp3 ripper. There's plenty available, a lot of them free and it's used to transfer the music from a cd in the tray to a file you specify on the computer. If you have a choice rip at 128kb/s which is a good compromise between quality and memory. Once installed in the comp connect your mp3 player via the usb and in 'My Computer' you'll see you've an extra hard drive (that'll be your mp3 player). Double click it and copy and paste your choices into it.
By the way, if it's for 'music on the move' so to speak, you can easily reduce the bitrate (128kb/s) quite a bit as quality won't be noticed in such circumstances. By doing so you can get more on the player.