Czuch Chuckers: The sites providing you with that much music are usually pay-sites. Th eprice is cheap, say $20 for a year, but you'll have to trust them then use your credit card.
About you player, first download the music to say c:\ or anywhere else on your hard disk. Then use the USB cable to connect the player to your PC. When you do that, your windows should be able to recognize the player and show you teh message: New harware found. Or something like that, near the windows clock.
Then if you go to your 'my computer' icon you'll see an icon added to the group of icons there, that is fo ryour player. For example, you'll see C, D, E, and F as your drives, then your CD-rom drive and then another icon which is for the player.
Just copy the file you downloaded, by right clicking on it and then selecting copy, go to that new icon for your player, double click on it to open it, and then when you're in it, right click on the page, and select paste.