How do you put songs from Window media player directly to your PSP?

So here is what i have: I open my wma, right click to where it says "open File location" then its comes up whith other songs, i ripped from my CD. then I connect my USB to my computer form PSP then where is says my computer, I open that up and then all these empty folders come, like music, pictures and stuff. Im lost from there. I dont know what to do next? any help?? pleaseeee!! I try to drag it but that doesnt work! im getting soooo agrivated. what do i do next?? PLEASE HELP!