Depending on what kind of phone you've got - you should have a CD Rom (that came with your phone) for installing a programme onto your PC that will enable you to transfer music, videos and pictures from your PC to your phone and vice versa, using a USB cable, that also came with your phone.
If you're after ring-tunes - don't bother paying for them - make your own. It's dead easy to do. Use a programme called Audacity, that lets you select what part of the song you want to save, as more often than not, the catchy part of the song that people usually want, is usually in the middle of the song somewhere. Just use Audacity to select the part of the song that you want - and save it as a separate file.
Audacity can be found:
http://audacity.sourceforge.net/