From your computer to the phone?
Plug the phone into a USB port on the computer (not a USB hub - directly into the computer). The phone should appear as another hard drive (without a drive letter, usually). Open it (like you would any drive). Go to the folder you want to put the music in - Music is a good one. If there is none, create one.
Then find the music files on the computer (not shortcuts, the actual files) and drag them to the phone. Try not to copy hundreds at once - USB isn't made for that and some USB chip sets will get hot and shut off. You can copy whole folders if you want to keep the album/artist/etc. association the same on the phone. (And you can install
iTag - Music Tag Editor if you want to change the metadata on a song - artist, date recorded, album art, etc.)
Make sure that wen you're done, you either safely remove (the icon in th tray on the right on the computer) the phone, or right-click it and eject it. When Windows says it's finished copying it might be - or it might be finishing in the background. Safely removing the phone (Eject does the same thing) forces Windows to finish writing before telling you that it's safe to remove the phone. Unplugging the phone while Windows is writing to it can corrupt the phone's storage.