Most MP3 players have a USB plug, which you use to connect it to a computer and put MP3s on it. It should show up as a new disk drive, much as USB thumb drives do. You can download the lessons directly onto the MP3 player using the download link for each lesson (that is, on the lesson page for each lesson). Alternatively, if you have a smart phone, there is an iPhone app and an Android app through which you can download the lessons.