HTC 8125 / 8100 / MDA (USA) / K-JAM / P4300 (Wizard)
Music to the phone
Then you can connect via the USB cable, and ActiveSync will automatically launch on your PC. You'll get a window that should say "Connected" in the main area. Click the Explore button, then you get a File Explorer view of all the files on your machine. Then copy your music files from your PC and paste them into whatever file you want in your MDA.
Bing bang. Sounds complicated but it's not at all. If that doesn't work, something's broken.
(If this is incorrect, somebody let me/us know...)