Most of the "memory stick" type MP3 players with a built-in USB connection do not need any software to achieve connectivity with a Windows PC.
That is, if you are running Windows 2000, XP or Vista - the MP3 player will appear as a removable drive in Windows Explorer when you plug it into a UBS port. However, if you are running Windows 95 or 98, you will need a driver (normally included on a CD) which comes with the player. Once you have connected the player to a USB port, you can simply drag and drop MP3 files to the player - or use Windows Media Player to automate the process.
A few things to remember:
1) The USB version supported by the player. Look for one offering v2.0 as it is significantly faster than 1.0 or 1.1 on the cheaper players. You would notice the speed increase when uploading songs or other files.
2) Memory stick based players come in various memory sizes, from 128 meg up to 8 gig (ish). Make sure you get one that has enough space for the music files you want to upload. I normally reckon on about 3 meg per song file - although this can vary depending on sampling rate and format, but 3 meg is a good yardstick.
3) If you have WMA as well as MP3 files, make sure the player supports WMA - some don't.
4) I use mine as a player and also as a handy way to transfer files (Word docs, text files even executables). Some players come with a standard size USB connection built in, which means I can simply plug it into a friends USB connection to transfer files to/from his computer. However, some players have a mini USB connection that requires a cable to connect to a PC.
5) I have bought 3 players so far, and all have had rubbish earphones. You will probably want to buy a decent pair to use with your new player.
6) Finally, you get what you pay for. The last player I bought from Dixons was OK hardware wise, but had bugs in the software - it would switch itself off randomly. A search of the Internet confirmed this. After doing some research, I ended up buying one of these 2 gig M18 Sumvision players in black, although they do blue, red, white and pink! It is a MP3/WMA player with USB 2.0, voice recorder, built-in FM radio - you can even read text docs uploaded to it (if you have good eyesite!) The player cost me £24. Just checked Ebuyer and they are now doing the same player but with 4 gig for the same price. Have a look here. I can thoroughly recommend Ebuyer having used them for several years.
I have a poor track record with MP3 players and my present one died this morning. I'm sure it can be rebuilt (Moriarty - where are you? tech support!!!) but as an interim/back up I thought a simple software free option would be useful.
I have fab Bose earphones which were a present - I understand they are horrendously expensive but the do sound fab!
I had a twenty quidder 2 gig from Tesco that lasted a year or so, it was just a stick with a headphone socket really. Minimal display, average sound, but worked and I wasn't fussed when it broke. As Phil Collins didn't say - no software required. (There may be a graphical representation available of that somewhere ;-)) (Sorry everyone else)