Sync my iTunes library onto ipad?

http://support.apple.com/kb/HT1386

Select sync music under the Music tab for your iPad sync preferences with iTunes making your selections below followed by a sync.

If you don't know where this is, you should spend some time with the user guide.

http://manuals.info.apple.com/en/ipad_user_guide.pdf

I have tried to do these but when I am giong to put another song, it erases all the previous... Why??? Please help me!!!!

If on each sync you are making a new selection and de-selecting the songs that you had previously selected, then by de-selecting them you are telling iTunes that you don't want those tracks on the iPad anymore. If you select and sync all the songs that you want on the iPad together in one go then you should get them all on the iPad.

Syncing music : http://support.apple.com/kb/HT1351