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The music on the CD is in digital files. Those files have to be copied from the CD into the computer–and converted from CD format (.wav) to .mp3 to save space. (The Fuze will play .wav, but they can be 10 times larger than .mp3 and so you’ll get a lot less music on the Fuze.) The copying and conversion are called ripping
Open WIndows Media Player. Right-click the very top of the window, on the words Windows Media Player. Then choose Tools and Options., There’s a tab for Rip Music. Choose where you want your computer to store the ripped albums. You could make a folder creatively titled Music or Albums.
Then, below that, choose the format. Make it mp3 and slide the slider most of the way to the right–256 kbps–for good quality. Close the Options window.
Put the CD in the computer and it should show up in Windows Media Player. Go to the Rip tab and Rip.
Run your video through the video converter above. It the resulting file is smaller than the remaining space on your player, you have room for it. You probably do. If you run out of space you can get an external microSDHC card to hold more stuff.