First I would suggest that you review all the MP3s just to get your arms around the technology. Then focus on the area you need more work on first.
For example putting. Listen to the putt like a maniac MP3 and go out and practice that.
You can also transfer these MP3's to your phone or ipod to listen too at the range or putting green.
It will take you about two weeks to start to master the technology then you can turn up the heat on your game!