i'm assuming ur 'transfer cable' is a USB cable, so all u need to do is connect PSP to PC with USB and select USB connection under the System menu on the PSP. Then, go to my computer on the PC and and it should be named removable disk or My PSP or something
Click on this and inside the PSP folder, make a folder called MUSIC (must be in capitals for some reason). Then just copy and paste music files inside this folder but they must be in mp3 format. this works the same with photos too.
another option is to but PSP Manager where u drag and drop files but is more hassel.