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you can try kptunes to download music for mp3 player where you will always find your favorite music. i have been using it for a while and i am happy the way it works. they have the largest network and biggest music collection from any artist you like. once you have enough music downloaded then simply connect the mp3 player and then you can copy & paste or drag & drop music from the music folder to mp3 player library folder.

Good Luck
References :
http://www.kptunes.com

You can get music from http://www.mp3obsession.com/ and add it windows media player like you normally do.
References :

http://searchformusic.eu.pn/ simultaneously searches more than 80 free, safe, legal music sites, including:

beemp3.com
airmp3.net
music.download.com
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mp3realm.org
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mp3street.org
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mp3-center.org
seekasong.com
easymusicdownload.com
music-rapidshare.com
rapidonlinemusic.co.uk
sharedmp3.net
music-download.cc
top1000mp3.net
mp3s.pl
classicalarchives.com
phazemp3.com
rapidsearch.in
mp3dd.net
musik.am
totally-free-music.com
mp3int.com
downloadmp3hits.com
musicrake.com
musire.com
mp3raid.com
entertube.org
misshacker.com
huntmymusic.com
get-music.net

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You don't need to register, nor pay any money, nor give a card-number or e-mail, nor install any software. Simply search and direct-download (not p2p) music for free using the techniques developed in the site.

Note that this is for intermediate users, but don't let this intimidate you; the site provides any help you need to learn to find and download the song or album you want. Also, there is a forum where you can ask any question, view tips & tricks or, through a buttom in the main page, contact the authors with your doubts/suggestions etc.

http://searchformusic.eu.pn/
References :