Transferring a recording to my MP3 player

I have done this once before a long time ago and want to do it again, but I cannot remember how to send a song to the MP3 player. I have downloaded LAME, but I am still not able to figure out how to export to the MP3. Can you please help? And please be simple because I am not that computer literate.

See this page in the Manual:


Do you want to send the MP3 directly to your player? If so, I think you’ll have to connect your MP3 player to the computer where you have Audacity, then export your MP3 file to a folder in your player.