Your first step to setting this up is to plug in you iPhone to your computer. When this is done you will see that it will show up as a device in iTunes. When you see it show up click on the name of your iPhone, for example, mine is called Chris's iPhone. When you click on it it will show your overall menu for your iPhone, things like the info, ringtones, music, photos, but the very first tab should say summary. This

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is where you will select the option manually manage music and video.
You will see three boxes in the lower half of the menu, it's technically located under the "options.
The default box checked is normally the "automatically sync when this iPhone is connected. Deselect that box and then check the manually manage music and videos. This will ask you if you want to erase and sync, approve that.
Continue reading on the second page to find out how to manually add songs and videos to your iPhone.