I'm not entirely sure why your friend had to e-mail MP3s to his Treo 600. With the Treo 650, there are two ways to transfer songs to the device. In either case, you'll need an SD card (sold separately) to store your songs.
The fastest method is to use a USB card reader. Simply insert the SD card into the reader and plug it into a USB port on your PC. You can then drag-and-drop MP3 files to the Audio directory on the card.
If you don't have a USB card reader the process is a little more convoluted. There is the explanation for Windows and Mac users on PalmOne's support Web site.
RealPlayer for Palm OS is included on the Treo 650, which allows you to listen to your MP3s through the smart phone's mono speaker or through stereo headphones (but you'll need to purchase an adapter to use standard 3.5mm headphones).
However, the Treo 650 doesn't support MP3s ringtones out of the box. Once you have your MP3s on the SD card you can download a third-party application such as Ringo that allows you to add MP3 ringtones to your smart phone.