goodbuddy bill is right. When you plug it into your computer it should say either "COWON D2" "COWON" or "D2" depending on the firmware if it's in MTP mode, if it's in MSC mode it'll show up just like a usb pen drive as a "Mass Storage Device" to get to it go to "My Computer" it should show up under the "devices with removable storage" area. You can drag and drop any music files you want to the d2's MUSIC folder and it will find them when your device boots up. Videos can go into the VIDEO folder pictures into the PICTURE folder (or PHOTO depending on the firmware version.) Videos have to be 320x240 AVI files to work on the D2 however.
Cowon iAudio D2 16gb (D2+ FW 2.11) + FiiO E5 + Head-Direct RE2s.