I find the easiest method for me is to not worry about catalog the music, but to first copy the album into a separate folder (my music), then drag & drop the album into the music folder in itunes. It asks to convert the file to mp4 (I think) & I just ok that & let it do it's thing.
The thing is, any music you have in the itunes music folder is synced / copied to your player. It seems at first there is no way to remove music off the player, but I found if you delete the music from itunes it is then removed from the player next time you sync. The original copy is kept in the original .cda / mp3 or whatever format is still in the my music folder and can be re-used in itues at any time.
Once you get the hang of it, it's pretty simple, and if you google you will find plenty of info out there on how to use these gadgets.