BlackBerry Questions....?

I'm not sure what the number thing is but I have the second newest BlackBerry Bold. I do not have the CD that you get with the BlackBerry so when I plug in my USB cable nothing happens on my laptop but on my phone it says enter phone password to grant Media access so I put in my password but still nothing happens? How do I upload all of my songs, photos and videos now? Also how do I rename a song? Thanks.