Ugh, help me please?(:?

Okay, so how do I download music onto my E-matic mp3 player? I have the UBS 2.0 chord plugged in the right place on my computer but I cannot find the file. I usually open up the "My Computer" folder and find the file and just drag the folder that contains the music into the file for my mp3 player but I cannot find a file to do that. Please help?