Most MP3 player devices if they have a disc mode should be readable by any Mac with Mac OS X 10.6.4 or later. If they do not appear in the sidebar look at the instructions to show items in the sidebar on my tip on ejecting discs:
If the device does not have a disc mode, ask the manufacturer if they have a plugin to make it compatible with iTunes. If not, you may need to install Windows to load the device's files:
Lastly, once you get the MP3s dragged to a folder on your Mac, iTunes can then import them. iTunes does not support Windows Media DRM based files. For those you'll need to run Windows.
http://www.flip4mac.com/ supports non-DRM Windows Media files and converting to Quicktime which iTunes can then read.