These are user-to-user forums, you are not talking to Apple.
Automatic downloads can be used to download new purchases that you make on your computer (or other device) automatically onto your iPhone - you can turn it on in Settings > Store on your phone. If you want to get your existing purchases/content from your computer to your phone then you will need to sync it by connecting to your computer's iTunes.
Syncing music : http://support.apple.com/kb/HT1351
Syncing photos : http://support.apple.com/kb/HT4236
Syncing apps : http://support.apple.com/kb/HT1977