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do you have a recent mac? if you do you have bluetooth built in. you have to turn it on and go to send file.
 
What carrier do you have? Some (like Verizon) disable a lot of the Bluetooth protocols on most of their phones because they'd rather you send it through their network or buy your music from them.
 
I have AT&T, I've tried the first suggestion but I can only send one song at a time instead of like ten.
 
Oh ok, me too. Yeah, you can only send 1 at a time at ~35 KB/sec; The only faster way to do it is with a microSD card with adapter and an SD reader plugged into your Mac.
 
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