You need to have some sort of CD ripping software. If you have a legitimate copy of Windows, Media Player is included. Which version depends on which version of Windows you have. XP came with WMP 9. If you have this, you should be able to upgrade (for free) to either WMP 10 or 11.
If this isn’t possible, then there are another alternative media player and ‘rippers’. Some free, some cost $. If you find one, and can rip your CD’s to .mp3 format, set it to save the .mp3 files in your MY MUSIC folder on your computer. Then connect your player in MSC mode (switchable in SETTINGS > SYSTEM SETTINGS > USB MODE). Your computer will recognize your player as another flash storage device under Devices With Removable Storage in Windows Explorer (or My Computer) and assign it (and the card slot) a drive letter. Depending on how many other drives you have (CD, DVD, Floppy), your player will be the next ascending letter. Mine, of example is F: for the player and G: for the card slot. The drive letter will show up for the card slot whether you have a card inserted or not.
Double-click on your player’s drive/icon and you will see some folders. The MUSIC folder is hidden by default. Go to the TOOLS menu at the upper left, and then select Folder Options… Now click the VIEW tab. Scroll down until you see ‘Show hidden files and folders’. Check this. Now your MUSIC folder should be visible.
Now go down to your green START button (lower left of computer screen) and open up another ‘My Computer’ window, or just choose MY MUSIC if it is there. Once you get to your MY MUSIC folder, find the ARTIST folder of the music you ripped from the CD. Click, hold and drag it over to the other pane containing the MUSIC folder of your player. Put it right on the MUSIC folder icon and release the mouse button.
Voila! This should deposit a copy of the same folders (ARTIST, ALBUM) and song files as is on your computer. This just copies them, It doesn’t move them, so they’ll still be on your computer.
Try this with one album or CD first till you get the hang of it. Un-plug your player (after the screen no longer says ‘Writing’ and just says ‘Connected’); the screen will then say ‘Refreshing your Media’. When it’s done, then go into your MUSIC menu on your player, and then to ARTIST, and you should see it there.
Lather, rinse & repeat.
Piece of cake.