Not sure about games, don;t think you can tbh, for music/videos/photos, just load up zune, plug your phone in, then click on the collections tab, and just drag and drop the items into the phone symbol at the bottom left of the zube software,
Oh, i do love my Lumia, but as you may have read already from LOTS of owners, battery is still shit, even after nokia updates.
Oh, try not to let the battery run flat, sometimes it can be a real arse to switch it back on, even after plugging the charger in, another flaw of the battery, so try and charge before it goes flat (even if you are stuck in Antartica lol).
Couple of links:
http://www.nokia.com/us-en/support/p...ata%20transfer
http://forums.hardwarezone.com.sg/wi...517472-86.html