Well, the simplest and quickest way to do this is to...
1. Leave the SD card in the phone.
2. Connect the phone to a computer via USB cord.
3. Move the music (and any other files you wish to move to the card, except apps) to a folder on the computer.
4. Now copy them all over to the SD card via the USB connection.
NOTE: I said move to the computer, so you don't have them on the phone itself any longer, but only copy to the card. I say it this way as it is always best to leave a copy of your files (music, videos, photos, contacts, etc.) somewhere off your phone so that you have them should the phone be lost, stolen, damaged, broken, etc.