How do I get my music from computer on to my mp4 player?

You must have received data cable along with your mp4 player. Use that to connect to your computer. If not you will need to buy that before you can connect it to computer.

Also remember, some local made mp4 player esp. from Honk Kong, restricts certain types of files and formats.

Does that not allow it downloaded from I tunes or my personal PC media player