Greg,
Although each player differs a bit, most MP3 Players have
a USB connector that can be plugged into a USB port on
your Computer. You should just be able to plug your
player in, the Operating System should assign it a drive
letter (just like another hard drive), and you should be
able to drag and drop files onto it just like you would a
floppy disk. Your music would then be loaded into your
player.
Hope this makes sense