I have an AT&T phone and i have no internet. What i do is remove the expandable SD Microchip and plug it into an adaptable memory card that then plugs into the pc. From there, just right click on the blue highlighted MP3 button and click "save as" and then select the drive that the chip is in, rename it, then save it. It sounds like alot but its actually VERY quick.
No matter what kind of phone you have, if you have pic messaging, all you have to do is attach the song to an email and send it to your phone. To do this you hit the MP3 button, then save it to your computer then attach it to an email and hit send. Then save it from the message to your phone. I use Yahoo and I think it is simple.