Well just moving the files is not much of a problem if your familiar with DM (Desktop Manager) software. However, if you don't have an SD card installed in the phone, you have to use Roxio Media Mgr that comes bundled with the DM. You open the media mgr with the phone connected to the computer, you can drag and drop files from the computer to the phone that way.
If you do have a media card installed, when you connect the phone to your PS/laptop, it should prompt you (on the phone) to turn on mass storage mode. If you turn it on you can basically drag and drop files onto the phone's memory card which should be listed under My Computer as a removable disk drive (mine is listed as drive K)
Now, if you're asking why the files won't play after they are moved to the phone, I'm assuming the mp3's are encrypted and won't play on the phone. At least this is the case with iTunes downloads. If this is the case, you can burn the songs on a disc and reload them on your computer to bypass the encryption and then they should be able to play on the phone.
