MP3 players can only play music files in mp3 file format.
You can download mp3 music files from the Internet toyour computer and then copy them to your MP3 player.
For your CD collection, you need to convert your CDs tomp3 music files onto your computer or download them from the Internet and thencopy them to your MP3 player.
You can do this using Windows Media player and Rip the CDs - Media Player willcreate a MP3 music file for each music track.
Click on this link for instruction on converting music files to mp3 file format:-