How can I download music from Windows Media Player to my iPhone 4?

Use iTunes to add the files to your iTunes Music Library. http://support.apple.com/kb/ht1473

Then, sync the music from iTunes to your iPhone. http://support.apple.com/kb/HT1535

You cannot.

You would have to put that music into itunes.

Adding music and other content to iTunes - Support - Apple

You don't not directly from WMP.. You'll need to put that music in your itunes media library and then sync your phone to get music over to your phone.

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

After a lot of digging i was finally able to find a way to do this:

NOTE: THIS IS FOR THE NEWEST 2014 VERSION OF ITUNES

1.) open windows media player and itunes in windows next to each other

2.) right click the song you want to transfer and select the option at the bottom of the bar that says "open file location"

3.) find the file in the folder and select it

4.) In itunes, click the music tab towards the top of the left bar

5.) drag the music file onto the area directly next to the left bar.

6.) double click the file to make sure it plays correctly

7.) mouse over the file in iTunes and a circle with 3 consecutive dots inside should pop up, click on this

8.) select the "Add to>" option and select the name of your device on the next screen

9.) find the music file on your iphone and test to make sure it plays.

hope this helps