The only 20-something year old who can not work an MP3 player

I have an MP3 player I bought to listen to at the gym. Luckily, I get FM radio since otherwise I no idea how to work MP3's. The problem is that reception is so bad that it tunes in and out. So, I really need to figure out how to put MP3 on it. Last spring, I was able to download a CD and transfer it to my player. But, other CD's wouldn't convert over. I think I bought a few on a MP3 website, but only got a few on there. Does it really take a genius to figure this out? I am feeling old and incapable of dealing with technology. Someone want to help? Just put my music on my player for me...please!