Don't do it from the library. Find those mp3-files using Computer or Windows Explorer. Then copy them from there.
Some players come with dedicated software to copy files from the hard disk to the player. Others show themselves as a ordinary USB-stick and let you copy from Computer or Windows Explorer. I can't tell how yours works.
I have ripped a CD into Windows Media Player Library, but I can't seem to move the tracks to the attached MP3 Player. How to do it?