I'm not sure what you're asking.
If you already have the music, just put it on your MicroSD card, and you'll be able to play it provided it's in one of the formats listed above
"MP3 / OGG / MOD / SPC / MDX(no PCM)/ GBS / HES / NSF / XM / MIDI / low bit rate AAC"
If you have music not in one of those formats, download Audacity here:
http://audacity.sourceforge.net/ (Use the beta version)
Open it with that and go file->export and choose OGG as the format. Then put the OGG file you save on the card.
(I tell you to use OGG for two reasons, OGG is a free format while Mp3 is not, and audacity, doesn't handle Mp3 by default when downloaded, there's extra steps for that. Also, in many case OGG/Vorbis sounds better than mp3)