There are bunches and bunches of ways.
Bunch #1 - sync it over via the regular sync function. This takes a long, long time. Takes a bit longer if you sync via Bluetooth.
Bunch #2 - Get a card reader, remove the card from the device, insert it in the card reader, copy the music files to the card in the card reader, remove the card from the card reader and insert the card in the device. Wow.
Bunch #3 - Try an application called Card Reader (
http://mobile-stream.com/cardreader.html) - it works via the USB cable or Bluetooth (I Bluetooth everything), though Bluetooth takes a bit longer.
Those are three examples of bunches.
Ben