I have a few. how

Question

i have a few. how do i download music? i have iTunes, but i dont know how to use that with my iPhone. on the iPhone it says i need to hook up my Wi-Fi net work, but i dont know how to choose one. when i try to download from the App Store it asks for account information. what user name and password do they want? i tried every user name and password i have without any luck.And i really need multi media msging, how can i do so on this phone?