I just got one too, and I see what you're talking about. I'm going to need to do the same thing with my drums.
You'd like to "import" a drum file into the MR-8. That would be nice, but you'd need to download that software, so forget that for now until you get the basics down. Your best option now, like the dude above is saying, is to RECORD your drums as they are being played on your computer (in the cool edit program). So, instead of having the speaker cord going to your speakers, you need the speaker cord going into your MR-8. Then you record it onto 2 tracks so you get stereo left and right going on.
Your USB connector won't come into play until you go to transfer WAV files from the MR-8 to your computer. Even then, you could just play the song and record it back onto your computer without the USB if you wanted to.
To walk you through the process of setting up your card, arming a track, and recording onto 2 tracks would be the same as reading from the manual, which is available for download on Fostex's site.