the mp3 player is also a USB memory stick just plug it into the computer and let windows (or other OS) recognise and install it as a portable USB mass storage device or external disk, go into "my computer" and you should have it there as though it were a hard disk, you just copy and paste you music (or drag n drop) from your hard drive to the mp3 player, anplug the mp3 player and turn it on and you should be able to listen to the music
Yes as answered above but the Zen Stone Plus does come with some software as well. A useful feature being the ability to password protect the volume control to prevent kids from deafening themselves.
This is also on the Zen site which also has downloads for the latest firmware updates.