Help me to download files

From Uk, 1 post

Ive just bought a new mp3 player and havent got a clue how to transfer files to it. I have windows xp pro and when I plug it in, locate a file, and press send to mp3(f drive) all goes well.But nothing actually reaches the player. What am I doing wrong.Do I need to use a specific program to transfer files(like media player).The instructions are in broken english so are no good to anyone.Please help, christmas present for my daughter