I want to know how to select the device (MP4 Player) that I would like to sync my music that's saved on Media Windows. It says that the device is already downloaded to my computer.

First its not a good idea to piggyback your question on someone else's. This can lead to confusion. You should start a new thread. So I've moved your question to its own thread.

Can you specify what player you are using. And what software you are using to sync?