well the simplest way assuming that it has a built in driver and that you are running x/p and above is to put it in your comps usb port preferably a usb2 for better efficiency. And after windows has installed the driver ( pretty much does it for you), you are now ready to download music.
The fail safe way is to open "My Computer" find applicable device which normally says its a "Wharfedale" drive or "removable" drive (followed by a letter). Now open up your file where your music is stored, reduce the window so you can see the My computer window underneath and your mp3 drive now simply drag the pices of music onto your mp3 and it should copy them on to it. Good Luck