There should have been a file on the player that you can access through Windows Explorer (My Computer, click on the dirve that is your player) that should be named: RCAeasyRip_setup.exe
If you do not have this file, it can be downloaded from the RCA site here:
http://voxrightnow.custhelp.com/app/answers/detail/a_id/2253
Run this file to install the RCA easyRip softwar that allows you to transfer all media. You HAVE to use this application to transfer videos because it does the conversion to a compatible format (if Windows Media Player can play it, easyRip should be able to convert it). Any questions you have about using easyRip can be accessed by the module on the dock that has a '?' on the icon for it (Look up the Player Loader module for how to transfer).
Other media you can just drag and drop to the device if you don't care about video (again, just find the drive letter that is your player in My Computer and just drag and drop music and photos onto that drive)
Lastly, you can use Windows Media Player to sync any music and photo files.