How do I get the music to work on my Samsung Rant?

I hooked it up to the computer and got music from Windows Media but I can't find it anywhere on my phone. Where would it have sent the music to my phone? I'd like to be able to play it and set music as my ringtone. But I can't find the music anywhere on my phone? Again, it's the Sprint Samsung Rant. Any help?|||It would have gone to "music" under "entertainment" in the Home menu.

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