You need a piece of software called activesync (free from microsoft download)
For windows mobile 5 devices get activesync 4.x
For 2002/203 get whatever the last 3.x release was
It is what media player needs and it alsolets you sync your notes etc.. with ouloook (full version from offcie, not the express one) as well as install programs / drag and drop files to it through my computer.