How to download music into my iphone?

I just got an iphone 4 and I need a basic "iPhone for dummies" guide. I'm not sure how to download free music into my phone at all so I'm completely lost. I've heard of apps, but is there a way to get the free music and put it into itunes? If so, please tell me

Added (1). What apps would you recommend?

Just go to the app store, search an app, press on the rectangle that says the price, type in your apple ID password and then it downloads.

Free music fro where? Downloaded from sites? Using torrent software? From your computer?