How did you not get a cable? Buy it used or some such?
At any rate there's roughly one billion (I did some number crunching, that's an accurate count) ways to transfer music or other files from your computer to your phone. If you don't want to get a new cable for USB I recommend dropbox or bluetooth. There are also other programs like Twonky or DoubleTwist that transfer media to your phone... somehow. Magic, I think. I just use bluetooth. There are many other ways, that's just a few.