Turn on your MP3 player. It needs to be on in order for your computer to recognize it.
Plug your USB cable into your MP3 player. Next, plug the free end of the USB cable into the USB port on your computer.
Navigate to "My Computer". You can get there by going to the "Start" menu, then clicking "Computer" on Windows Vista or "My Computer" on Windows XP
Open up your MP3 player through "My Computer". The device should be listed under "Devices with Removable Storage" or "Hard Disk Drives". Double click the icon.
Click and drag your photo files into the MP3 player window on your computer. This will keep your original copy while also putting a copy on your MP3 player.
Unplug your MP3 Player from the USB. You should now have your photos on your device.