Ok, so we can deduce from your reply that you have a N810 and you believe there should be plenty of space to add music on the 2Gb of internal memory.
(My understanding is the maps fill almost all of the 2Gb)

Quote extracted from http://www.nokiausa.com/A4626059 You will need to consider purchasing extra compatible memory if you intend to store lots of music directly on the device. There is an option via Tools, Control Panel, Memory... to check the status of storage space on the cards installed. It will give you an idea how full your memory card(s) are.

Although wma files are not very big individually (Depending on your compression rate) it will not take long to fill up the available space if you are copying whole albums, if memory card is already full with maps.