How do I download music on to my phone?

Okay, so I've had this phone, ( it's a w580i walkman slider ) and I know it is also for downloading music. Even the ons have play, pause, fwd, rewind, ect. But I don't know how to download songs into my phone. I'm not sure even where the music should come from. ( I'm hopeless ) I think it might be from my ipod or Itunes but idk. I really need your help!