How do I put music on my Kindle?

Ok, so I got a kindle about a month ago. It's been great so far except that when I attempt to load music files on to it, following the instructions to do so, the damn thing won't play the music. I drag and drop the songs to the music file on the kindle and then, on the kindle, select "menu", "experimental", and "Play MP3" and it tells me to load music on the Kindle as if I hadn't already. I have no idea how this stupid thing works or if it's disfunctional or what. Some help would be great, thanks:)