Hi CLUBSPORT999,
What type of player do you have? What does it look like? What buttons do you have etc?
There are some instructions which can be downloaded here:
Documentation and Manuals.
But in terms of answering your question about transferring, it's just a matter of connecting your player into your computer and copying the files into that drive directly. Think of it as a USB memory stick. You don't need any special software to transfer files onto your player (like iTunes and iPods do).
Hope that helps.