how do you save music sent via bluetooth to a vodafone 533?

[spider5]

hi ive just bought my friend a vodafone 533 for xmas . as she is e techniphobe i thought id set the phone up for her before i wrap it. i was going to send her some tunes from my phone to hers via blutooth. they dont seem to save for some odd reason. it didnt come with a memory card which ive ordered just incase its that..but surely it has some memory before i put that in ? can anyone help please...now i feel like the techniphobe!! hoho!! many thanks