jame.s
The easiest way to upload music is to plug your MPx player into your computer using the USB cable.
Windows will detect it as a removable drive (unless you're using Win98 or ME, you will need drivers).
Then just think of it as another drive and drag and drop the files over to your "removable drive".
Unfortunately as the other members have mentioned, I think you might have been conned into buying a 4GB player when it actually isn't.

Sorry to break the bad news to you.