Copying songs from my Macbook Pro to my iPhone 4

Hi, I am just starting to use my Macbook Pro to store my CD collection. I know how to copy CDs into the Macbook Pro but I do not know how I get those same songs from the Macbook Pro to my iPhone4. I thought it would happen automatically after I connect my iPhone4 to my Macbook Pro but it does not do it. So can someone please teach me, thank you! By the way I know about 'Match' which will achieve the outcome I want BUT I thought it was possible to transfer songs without going through 'Match'. Thanks!