Does DOES anyone know how put music on the phone Sony Ericsson W580i?

well, i don't have my memory card yet. but do i have to have a memory stick to download my music to my phone?

i went to Sony Ericsson website and download the PC suite but when i click on file manager it keep telling me i haven't installed it yet. but i download everything on the website. THE MEDIA MANAGER wont even work neither. I NEED HELP!!