What she means is, most of them you literally just plug into the USB port, and the computer will see it as a drive, liek your hard drive.
You can then just copy the songs (which are files) from your computer, and onto the deivce. This is incredibly convenient.
Some others require special programs to do the transfering, or restrict you to using only 1 computer or something. Avoid these.
As far as the differences, there are 2 areas they tend to be different.
(1) the amount of space you have on the device (in Gigabytes). This determines how many songs you can fit on it, more space = more tunes. Some moe complex models now (read - more $$) have a slot for a card so you can ungrade the space available).
(2) the number of features you get. The cheaper ones just play MP3s, may or may not have a radio, may or may not play other formats. I suggest you at least get one that will play at least play .wma files, if not otehr formats too. MP3 is the most common, but also takes up the most space and (per kB) does not have the best sound. More pricy ones wil lalso play videos, and are pretty complex regarding how you can search for a specific tune or whatever.
You best bet is to just to go Best buy or some place and pick up a bunch and look at them. Functionally, they all do the same thing - play music. However, the interface (how you select the tunes) is very different. it's wort hte htime to find one that YOU find intiuitive and easy to use.
Over christmas, I bought 2 different cheapy ($45) players. I returned both of them b/c I found them difficult to use - the text was small and hard to read (especially is sunlight), and it was really difficult to understand how the tunes were organized and to find exactly what I wanted.
Remember, since you will have "a billion" tunes, you need to be able to find the one you want easily!