You should first format the card with the player itself. Always. Best way to avoid format issues down the road.
From iTunes you can literally highlight the songs you want and drag them to the mSD folder. Create a folder on the mSD card first then drag songs to it from the iTunes interface. Simple, and a great way to use iTunes to help organize your files.
After the card is loaded you need to update the library in the device menu to view by genre, artist, album categories. This is quick and easy to do, just don't forget to do it. If your tags are good this should also be a painless process. However, itunes may not be the best for tagging so your tolerance for the tags may vary. Every album I've ripped from CD has had adequate tags for me using the X3 and X5 so I've just used iTunes.