The Curve seems to use microSD memory cards.

Most current laptops include an SD card reader (or for very little you can buy a USB card adapter). To use microSD in SD slots you need an adapter/holder. This should allow you to transfer music from laptop to Blackberry.

If the Sony is a current model you should be able to drag and drop music files from Sony to laptop. If it's an earlier Sony model with proprietary software for the laptop you will need to have that software on the laptop (whther such software will allow you to transfer files FROM the player, I do not know).

It occurs to me that both Sony and Blackberry should have USB sockets -- so direct transfer should be possible via a laptop.