I did mine on Windows Media Player(WMP). I "ripped" my entire CD collection to WMP and then "synced" the songs to SD cards. I have a card reader on my computer and don't know if you have one. There are a few steps that are not so straight forward to setting up the sync that you would probably need walked through.
That was when I had the HA-90. Now that I just got my SE Ultra a few weeks back, I took all of those SD cards and burned them onto CD's in mp3 format, since I no longer have a player that takes SD cards. I filled 8 CD's with about 175 songs per CD. I figure that's enough music to get me through most rides. That's 10 to 12 hrs of music per CD.
The reason I'm mentioning the CD's, is because it looks like you have an Ultra, thus a CD player. The advantage is that if you are using the built in navigation system, it will still cut in on the music via CD. With the HA-90, you are going in through the auxillary input, and the nav system will not cut in with voice prompts.
If you are using CD's as your source for recording onto SD cards or onto CD's in mp3 format, I can probably help you with the process...assuming you have a card reader. I assume you must have some way to connect up with the SD card.
Here's what you do. Get a blank SD card, and a CD that you want to transfer and send me a private message and we'll see if we can hook up on the phone and I can walk you through this. Actually, to me, the best thing to do is to record things onto SD cards, and then if you want, it will be real quick and easy to transfer those to mp3 CD's, if you wish to do so. Then you are set up for either route. I didn't see any mention of having a Zumo, but if you do, then the SD route would be the best choice. By the way, I used WMP to record onto SD cards, but then used iTunes to transfer those to mp3 CD. Anyway, PM me if you want and I'll see if I can help you through.