If the player is a flash drive, you won't need software. Just slot it into a USB port and it should be displayed in Explorer as a USB mass storage device.
You can then just drag and drop, copy and paste or use the copy function to load the player.
If it is a disc based player, check out Sveta Audio from dBpowerAMP.
It ain't free, but (as long as it supports the player concerned) is excellent. I use it with a Creative Zen 30GB unit. It's not exactly drag and drop, more highlight and point!!