If you haven't already done so,
download Windows Media Player 9. That supports the down loading of MP3 files to portable devices. When you open it, there is a tab on the left side titled, "Copy to CD or device". See if it will recognise your player, you should be able to connect it up with a USB lead.
If it doesn't automatically recognise it, look in help under device drivers, it tells you how to find and download them from the WindowsMedia.com Web site.