The "My Music" folder is a designated location on your computer where files can copy from your media player. In this folder you can organize your music by artist, album or any other way you prefer. Programs like Windows Media Player automatically add files from "My Music" to your media player.
Check the setting on your media player through the "Options" menu. Make sure the music ripped to your computer goes directly to your "My Music" folder. If it does not, select the location from your drop menu. Save and apply the changes. Once this is done, all CDs copied to your computer will appear in your "My Music" folder.
Download music to any location on your computer. Open the folder (such as "Downloads") where you saved the music. Open "My Music" in another window. Drag the file from its original location to "My Music." The file will then appear in your "My Music" folder.
Save files directly to "My Music." When you save the song file from the Internet, choose "My Music" from the drop menu. Save the file and it will then appear in the "My Music" folder.