What player are you trying to transfer the music from? It's generally easy to copy music files, as long as the phone supports the file format. MP3 format is the most reliable. The easiest way to copy files from the computer to the phone would be to connect via USB and use Windows Explorer to drag and drop the files. Put them in the Music directory.
You probably won't be able to copy the files directly from the player, so use the computer as an intermediary--connect the player to the computer and use Windows Explorer to copy the files from player to hard drive. Then copy them to the phone as described above.