Next time you download a song, you should have the option to rename it and right under that bar should by a small tab/option to switch from media card/memory card to phone. Or just take the memory card out! You could also try plugging it into a computer and clicking sync media on your phone - this will come up automatically a few seconds after you plug it in. Then, open your phone files using the "My computer" option on your computer and you can move files around. You can copy and paste files too, but no need to highlight them first. Hold shift and click and drag your mouse around all songs to highlight them all before copying.