Loading the Jukebox (HDD)
IFIRC, loading (it's labeled IMPORT on the media menu) can be done either from the SD card slots or from the in-dash CD/DVD (that's the configuration I have, your mileage may vary). Files imported must be in a playable format (I use MP3 and Apple, which i think are M4a or some such). In other words, it won't rip discs for you, so you can't import from an Audio CD...
That's the short version, hope it helps...