Open Rhapsody on your computer. Click on "File" on the upper tool bar to open its drop-down menu.
Select "Add Media to My Library" from the list and click on it.
Select the file that you wish to add and hit the "Enter" key. The file will be loaded. Another method is to open your file manager (Windows Explorer) and click and drag your file from its location on your computer to its destination on your MP3 player.