Where can I download the software for my laptop so I can transfer music to Sony Ericsson W350i?

you dont need software to do this. Just go to your media player library where your music is then plug your phone into laptop using your usb lead and all music will sync to phone automatically!

You need to buy this:
http://www.cellularfactory.com/wholesale/pro.jsp?c=83106

It's a special data cable for your phone that will allow you to transfer music to it, as well as other form of media both to and from your phone.

You may try Streaming Audio Capture which is very effective program to download music from Spotify, Last.fm, Pandora, YouTube, MySpace, Hindi mp3, and other popular music websites to your Sony Ericsson W350i straightly.

The music will sync to your Sony Ericsson W350i when you play it online. So it is very quick and convenient. And you can set the downloaded music formats as MP3, WMV, WAV, AC3, M4A, AAC, OGG, etc so that you can listen to it on your personal digital devices.

Moreover, Streaming Audio Capture has many other good functions. You may download music at will and add ID3 tags for each song and so on. Hope it helps you.

http://www.capturestreamingaudio.net/