I don't know if I can help, but I also just upgraded to the Intrigue. I simply removed my micro SD card from my old phone and installed it on the Intrigue.
After you load the music on the SD card and install it in your phone, go to Menu>Settings & Tools>Memory>Card Memory>My Music. The music on your phone should then be defaulted to your phone.
I installed the music on my SD card several years ago. If I remember correctly, I just dragged the songs I wanted to the card from my computer music files.
Just got a Nokia Intrigue for my wife... THEN read all the negative reviews.
Loaded some music onto a memory card for her and although the phone can see the card (reads how much memory is used and available) I can't get it play any music. Going to MENU, MEDIA CENTER, MUSIC & TONES, MY MUSIC the phone doesn't seem to have any way to route to the memory card.
Regarding bk2's post, is there a particular file that the music should be loaded into? I just dumped the music into the root dir of the memory card.