You just can't use iTunes to manage the non-iPod player. Your music isn't actually stored in iTunes, even though it may be in an iTunes folder. If you know where on your computer your music is stored (the default location is usually the "my music" folder), you can drag and drop from there to your player. You can even use another program, such as Windows Media Player. Have it search for music on your computer and as long as they are in a format they play (wma, mp3), they'll be added to your WMP library.

I have 3 programs accessing the same library: iTunes, WMP, and Rhapsody.