The easiest way to do this would be to have quick access to a laptop, or other desktop computer with an optical disk drive. Insert the disk into your computer, and rip the music onto your computer. I know this is relatively easy with Windows Media Center or iTunes, you can easily look up tutorials on how to do this. Next, plug in your phone via a USB cable to your computer. You should be able to access the internal storage very easily as you would a normal USB drive on Windows. I am not sure of the process on OSX.
You should be able to locate a folder called Music on your phone. Find the files that you took off the CD and drag them into this folder. Now, when you open the music app on your phone, you should be able to see all your songs!
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