How to download my music to my iphone 4 from my computer?

I have the iphone 4 and want to download all the music from my library on my computer which i use the windows media player---and put the music onto my phone how do I do that?

Added (1). For some reason when I plug my phone up to the computer it's not recognizing my device so i can see where I can sync but the button is not highlighted because it's still saying connect a device

The same way you can put music on to your phone from your computer. Syncing it works both ways.

With the iphone you need to use iTunes to sync music & movies to your phone. You can copy & paste to the following folder (XXX will be your computer) & when you launch iTunes, the program will automatically add them to the iTunes library if they are a compatible format (mp3 is just fine)

C:\Users\XXX\Music\iTunes\iTunes Media\Automatically Add to iTunes