sync

Power your MyTouch off and back on again. This will avoid a lot of frustration if you are running 2.2. Connect your MyTouch to your computer with the USB cable. Your MyTouch will see that it is connected to a computer and will prompt you to 'connect' to the computer. What that will look like depends on which version of Android you are running. Connect it. If this is the first time you have done this, your computer (assuming it is running Windows) will recognize a new device, etc. Open a Windows Explorer window and you should see your MyTouch shown as a disk drive. Expand that drive and you should see the contents of your SD card, including a folder name Music. Copy your albums from your computer into the Music folder on your MyTouch SD card.
If you are using a Mac the principle is the same but the steps on your Mac may look different. I don't do Macs.