Having a slight problem with this at the moment. I seem to be able to transfer music that I have put on computer from CD to my phone. However, I downloaded a few tracks, legally I might add and PC suite won't transfer these. Emailed Nokia support and they werent much help.
Depending on where you downloaded the tracks from, they might have DRM issues and are copy protected. Therefore the Nokia program won't copy it. Are you copying to a memory card on the phone or the phone itself?? If it is to a memory card, try taking it out of the phone and using a card reader, copy the files over manually.