Well lets start with the first question,
can you download to this thing, yes you can but you will need to save it to your hard drive first. I suggest you create a folder and call it something like mp3's (to create right click in folder or on desktop and selct new > folder the type name for folder
Good sites for music downloads are
www.itunes.com
www.napster.com (now legal seller of music)
www.emusic.com (offering free trial with 50 free downloads of mp3/ 2 weeks long)
There are loads of them and most of the main sites use digital licences embedded in their tracks to prevent people ripping the songs off etc but that won't cause you a problem
Finally when you plug the mp3 in to the computer for the first time it will go through it's own setup routine and probably start charging, allow it to finish installing and charging (this will increase the battery life of the unit)
Once this is done explore your computer (right click my computer select explore) the mp3 will probably be displayed as an extra drive and will be labelled acordingly (hopefully every mp3 is different) You should now be able to open the other folder up that you have put the mp3's into and drag them across onto the Mp3 player, if their is a folder on the mp3 called mp3 then drag the mp3's into that folder (to drag just highlight all the files you want to copy by holding down ctrl and left clicking them in turn or press "shift A" this will selct all of them then left click on the highlighted files and hold the mouse button down and drag them to the mp3 player)
Hopefully this will be of some help, anything you are unsure about please ask.
Anything i have missed out then please others help, i have written this on the hoof so to speak and is a very quick guide.
The instruction manual should help to. But please ask here as there are many people far more intelligent than me that can also help.
Here are some links that you might find useful
MP3 stores
http://reviews.cnet.com/4520-10166_7...1.html?tag=txt
Also here is the help part for emusic.com telling you exxactly how to do it
http://www.emusic.com/help/index.htm...1ajg04r0sq0#q8
hope this all helps