Or you can also buy a micro SD card reader. Pluggging your phone's micro SD card (assuming you have one) to the computer causes the "Removable Disk E" message to appear. Then simply chose open folder and go to my music. If the music you want to put on to your phone isn't a certain format (such as .wav) a converter must be put into play so that the phone can read the music.
Sounds a lot more complicated than it really is.
Not to worry, though. I have a bunch of music on my phone and it works amazing.