There really isn't much difference between the Storm 2 and DX as far as the SD card goes. The X, however, doesn't have a desktop manager program for shifting media from PC to BB, and back.
For the X, all you need to do is make sure the SD card is accessible, and use your USB to plug your X into the computer (where your files are kept, presumably). Treat the X like a flash drive. Click on the assigned letter (port) and find the file that says Music or Photographs (or whatever - there are a number of folders on the SD card), drag and drop your files from the computer to the SD card. That's it.
You can delete or remove files from the SD card that same way. Within the Photograph folder, you can create other folders to organize things, if you wish. I haven't tried it with music files, but I would think this is possible, too.
There are apps that can assist in transferring media files, but they only make it more complicated.