How to sync iPhone without deleting everything?

I have things on my iPhone 4S (music mainly) that I bought from my phone and don't show up on my computer (a mac). When I tried to sync my phone, the only options I had were to delete what I had on my phone and sync it with what is on my computer, or to keep what I have on my phone on my phone, but not add anything else. How do I get it so that I can have the things that I bought on my phone plus what I have on my computer on my phone?

When in itunes go to where it shows the devise. Then scroll down till it gives you some options n select manage manually

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