Here's the link to the Sony Ericsson PC Suite software:
  http://www.sonyericsson.com/cws/support/softwaredownloads/detailed/pcsuite/w580i

This will let you use a USB cable to transfer files to/from your
phone's internal memory (in case you're like me and don't want to go
out and spend a bunch more money on a memory card - this phone was
expensive enough).

1. Download and install the PC Suite software.
2. The software will give step-by-step instructions about what to do
from there (basically you need the phone to be ON, and in PHONE MODE).
3. In PC Suite, choose the [Editors ->] tab on the left side of the
screen, and then choose Files under that.

Even with this you still have to use the PC Suite software to do the
file transferring (a drive letter won't show up for your phone under
My Computer).  This gets the job done, but honestly I don't know why
Sony-Ericsson had to make it so difficult to just transfer files over
a USB cable.