In general, this site
will answer most of your questions. Third party (non-MS) software that handles music is a user preference, and there are paid subscription services and free software where you supply your own media or pay per download, like iTunes, that work as music managers. You can usually get a free trial for a couple of weeks if you want to check them out.
Depending on your version of Vista, you may or may not have a full media center. Learn to use the WMP, since it's fully integrated. But iTunes also works on windows, and is definitely worth a look. Better radio, and syncs with ipods. Musicmatch was a great jukebox, but I haven't used it since Yahoo bought it, and couldn't say how well it works with vista. Others are winamp, songbird, media monkey, etc., etc. Search media player or music or audio players, you'll find many others.
Once you have installed the software for your player, you can create folders to organize your music yourself, or use the built in tags for genres and so forth to let the player manage your files. Just read the help sections for more on this.
It's a vast world of sound out there. Dive in. Don't be affaid to get your ears wet. The worst that can happen is you lose your files, so learn how to back up your files, and do it regularly. You can't imagine how many times I've seen someone with an external hard drive that crashes worrying about the loss of years of files, whether music or photos. Don't keep it all in one place...
I hope this information allows you to resolve this issue. If you need further assistance, please post back with a comment to this thread.
If I've managed to answer your question or solve a problem, please take just a moment to rate this post....thanks!