How do i transfer sound to mp3?

You'll need to download a CD ripper program, like this one:
http://www.audiograbber.com-us.net/
...there are a LOT of them out there. Here's a Google search for those programs:
http://www.google.com/search?hl=en&safe=off&sa=X&oi=spell&resnum=0&ct=result&cd=1&q=cd+ripper&spell=1

You can't just drag the .cda files to the player and expect it to work. It doesn't happen that way.
Rip the songs off the CD, and save them as .mp3, or .wma files.

...muck
May 2006

have you converted the cd music to mp3 files?

aa
May 2006