Transfering music from Macbook Pro to iPhone 4s?

I have recently got an iPhone 4s. I got it all get up and plugged it into my computer. Everything downloaded… But the only music that went onto my iPhone was my purchased music. Nothing from CD's, or small bands music that they put online. It's really agravating me. I've already tried to click the sync button but it's all gray, like I can't clicked on it. It won't let me. I have the iTunes 11.0.1. For my iPod Touch, I would select whatever album/song I wanted, then drag it to the right. A colum would pop up and I would just drop it over "Sydney's iPod Touch", then it'd start downloading. I have no idea why this isn't working for my iPhone though. If I try to drag it over, it won't let me drop it over "Sydney's iPhone".It's really pissing me off. I just want my music. Can anyone help?

First of all you should make sure your iPhone is registered with Apple that it is under your name. Go to this sight and sign in with your account and make sure you Phone is one of the products you own. If it is not click add product and type in the serial number for it. After that go into the iPhone where it says sync music and check the box, at the bottom click apply. Here is the other way that you can add music to your iPhone, you can try it that way also if you want. Just click the little boxes next to each artist, album, or genera that you want and click apply at the bottom. If you don't want to do it that way you can try it again the way you do it at the music section of iTunes. If it still doesn't fix, I don't know if it will work but you can try to restore it and try then. If none of this works then get in contact with apple for help.

https://idmsa.apple.com/IDMSWebAuth/login.html?view=4&rv=2&appIdKey=d2fe035183cde78121b704ffad0f59bde083c46609514c1c379cfb8566b17e20&language=US-EN&path=showRegisteredProductsList.action