There are several different incarnations of the V3 (V3, V3i, V3r, V3t, etc). To make matters even more complicated, carriers often mess around with the phone's firmware in order to cripple features that may compete with their own services. For instance, Verizon used to not allow Bluetooth file transfers on many of their phones because they wanted people to download from their music store instead of transferring their own music.
In any case, the preferred method to transfer music would be through a memory card, but not all V3's have them. If your phone does not have a memory card slot, then I would question putting music on it in the first place because the onboard memory probably isn't sufficient to store a decent amount of music. Other options would be through bluetooth file transfer and over the air FTP (I would suggest using the USB connection before their of those two). These all rely on having a compatible device such as a computer that contains the music and has the corresponding connections (ie. memory card slot, bluetooth or internet connection).