Do you have a memory card for the phone. If so, that's the easiest way to do it. Just put the card into a card reader, the computer will recognize the card....then just drag and drop all your music to the card, take the card out of the reader, put it back in your phone and your set.
If you don't have a memory card, then your going to need a data cable, with the drivers for your phone on your computer, and program called bitpim (do a google search for it...it's free off the net). Follow the instructions in bitpim and your all set that way.