How do you move mp3s OFF of mp3 player and INTO Windows Media Player???

Basically, I am looking to buy a new mp3 player with a larger capacity (I currently have a sansa m240 1 GB) and I want to move the music I have on that device to a new one.
Is it possible to do that? Is it possible to move those mp3s off of my m240 and into, say, my Windows Media?

Please Help! I don’t want to lose any of my songs, especially since most of them aren’t on my computer already (I bought a few online, some at an fye ‘mix&burn’ store…)

Help would be greatly appreciated!