I just make a play list in windows media player, and then copy it to the sd card in the zumo... The zumo will sort by artist, type or genre... It takes a bit of time when you boot up the zumo the first time, but after that it's pretty quick.
Ok this is where I'm at. I loaded the CDs on the computer . I plugged in the zumo ,and clicked on the load to player. It supposedly loaded to the zumo , but when I unplugged the unit it didn't show any of the music on the screen. Maybe the zumo dosen't like my choice of music either. I have a 2GB sd card in the zumo.