Just had a look at the manual.Seems straight forward enough.
Once you have installed the software that came with the player:
Double click the icon on your desktop.
Connect your player to your PC with the usb cable.
Place your mouse pointer over transfer and select ATRAC Audio device.
Browse to your music files.
I notice you have a choice of formats for this player. mp3, wma and Soy's own ATRAC of which I know nothing.
Select what you want and then click on the arrow to transfer your music.