You'll know if you have a memory card because you purchase those separately. I wouldn't even think about putting music and videos on there without one.
Well,the first thing you need to get is a microsd card and you can use the desktop manager's roxio media manager to put video and music on your blackberry
Once you get that card, and use a media manager of your choice (there ae free ones and ones you have to pay for) and it will be so easy a cave man could do it! (Btw, that was not a plug, lol )
Posted from my CrackBerry at wapforums.crackberry.com