The microSDHC card goes on the side next to the volume buttons.... its a little cap that covers the card slot....
Remember that you can put up to 16 GB (maybe 32 im not sure) and cards are being sold cheap lately... (i got my 8 gb for 25 us $ a while ago)
Note that when you put too many songs (>1000 in my case) the phone will take A LOT of time to refresh the media library.... so its going to be around >10 minutes after you unplug from computer until you can play anything....
I use it as my main mp3 player and its awesome great audio quality, great functions, specially at doing playlist (& auto-playlist).... My only complaint is that the battery in this regard (using bluetooth headphones) is a little short (maybe 5 straight hours)... BUT nothing compares to wireless music at good quality