The Windows Media Player does not hold your music within the program. Media Player works by monitoring certain folders on your computer. The program displays music within those folders in your Windows Media Player library. Because of this, no direct way exists to copy music from Windows Media Player to an external hard drive. However, you can still use the program as a tool for finding and copying your music.
Connect the external hard drive to your computer with a USB cable. Click "Open Folder to View Files" to display the contents of the drive. Leave this folder open and start "Windows Media Player."
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Click "Music" and locate a song you want to copy.
Right-click on the song title, then click "Open File Location." The folder on your hard drive that contains the song will open in a new window.
Click on the song in its folder. Drag and drop it into the external hard drive's folder to copy it.
Most of your music will be in the same main folders. When you open the song's location folder, you will see the directory structure in the navigation bar. You can use that information to find the main folders containing your music and to copy those folders to the external hard drive.