just connect the player to your computer using the lanyard that came with it.
windows will recognise a USB Device and a removable drive will become available in My Computer. (if you have windows version below XP, then install the USB drivers that came in the CD with the player)
copy and paste whatever you want onto the Removable Drive and leave it for sometime till the arrows on the player screen stop appearing.
then press M/Menu/Mode button on the player and then remove the lanyard from the player.
hope this helps
