You need to rip/import songs from CDs into iTunes. I am not sure what you meant by "sync CDs to itunes" but you do not sync CDs with iTunes. Please follow the below steps to transfer mucis from CDs to iPhone 3GS -
If the songs are already transfered in itunes and you can listen to them when the CD is not in the CD drive, you can skip to "Transfering Music to 3GS".
1. Insert the CD into iTunes.
2. iTunes will show the CD in the left side panel under Devices. It will also try to recognize the CD if connected to the Internet. If it is a commercial CD, then iTunes will recognize the tracks and fill them up. Otherwise, you will get Track 1, Track 2, etc. You can also manually enter the CD data if iTunes fails to do so. Click on the CD Name on the right left side pan and click on Track 1 and select Get Info. Then enter the Title, Artist Album etc. Click on next when done Track 1 and do so for Track 2.
3. When all information is entered, click on the Import Setting button on the lower right side. Choose either AAC or mp3 encoder. Choose a Setting - I chosen Custom and the highest possible quality. You need to choose based on available disk space.
4. then Click Import. iTunes will import the songs in his library.
Transfering Music to 3GS
5. Then attach your 3GS to the computer using the USB cable. the 3GS will be shown in the devices section. Click on it and choose Music from the menu on the top section. Make sure Sync Music is checked. Now check the songs/artists you like to transfer to your 3GS.
6. Click Sync.
And that's it. Your songs will be transfered to your iPhone 3GS.
It's a long post but frankly, the steps are very intutive and natural.