I still can't find the page which tells you how to add new software to the player.
As was said elsewhere in this thread, you need to clarify your statement. You say "add new software", but you don't specify what kind of software. There are a few possible things you could mean, I'll link the FAQ entries for each one:
If by "new software", you mean, upgrade the player firmware to the latest official version, the FAQ entry is:
How do I upgrade the firmware on the player, and will it erase my music files?
Note that this FAQ entry could have been located by doing a
search on "upgrade software" or on
"upgrade firmware".
If by "new software", you mean upgrade the kernel with the third party Hijack replacement kernel, then the FAQ entry is:
How do I put custom logos or kernels into the player?
If by "new software", you mean install third party software such as GPSapp or Emphatic, you must follow the instructions given by the people who made that software. Because each third party software package is different, they all have different installation instructions.
If the persons who wrote the third-party software do not give you enough information to install it, then you need to talk to them directly and ask them to please update their instructions to be more clear.