Depending on the disk, IF the format of the music on the disk is .Mp3, than all you do is this: Put the disk in the computer -> Go to "My computer " from the start menu -> right click on the disk you inserted, " open folder to view files " from the drop down menu -> Drag and drop the selected music to your USB device.
Insert disk, open Windows media player, go to the library where all the music on the disk is, and drag all the selected tracks onto the USB.
Of course, Before anything plug in the USB first
This is generally how I do it. Another way to also accomplish this is, once in Windows media player, go to the SYNC menu, and have your USB stick selected, and then you can select the tracks from the library and sync them to the USB too.