Place you X30 in its cradel attached to the PC. You can open a pocket pc explorer from your desktop via ActiveSync. There is an option call browse my device. This allows you to see the device's file structure. Then you can select the Memory Card and copy the files as if it were a normal disk.
You can also browse the device in Windows Explorer. You should notice a little device icon down the bottom of the explorer window on the tree side (left). This will allow you to browse the internal memory and memory cards of your device and copy as normal.
Also you can sync MP3 directly via Windows Media Player by selecting the "my device" tab. I think your device should be supported. My iPAQ 4150 was. I have not tryed it with my new Dell, because it is in Australia and I am not. Doesn't it drive you insane when you can't play with your new toys?