Help im having trouble with my MP3 player?

well i have 2 different networks i use i use real plaer and windows media player so i want to put american boy by estelle on there and also E=MC 2 mariah careys album and when im trying to put it on there it says synchronize and i don't know what that means and i do not want to take off the music off of real player or windows media player or i will probably get in trouble by my mom because im doing this without her help so please help me im sick and i want to listen to my MP3 player while im laying in the bed.