the software that comes with the nomad (at least it came with my zen xtra 40GB player) includes a little program called Nomad Explorer. what it does is make a little icon in your windows explorer window (like a regular drive would)... then you simply highlight all of the folders on your harddrive that you want to put on your player and drag them to the Music Library folder under icon and it copies them across.
if you don't have the software CD when you get it, you can download the software from the creative nomad site.
as for FM transmitters, i dunno which ones work best. i have an old one, but using it isn't going to be good enough for me. i'm gonna buy one of these deals:
http://www.cardomain.com/item/PACAUXBOX
to put a line in to my car's stereo...