If your mp3 player is like
many, you hook it to your computer and it shows as a virtual
drive. You can drag and drop songs to it as you please, from
elsewhere on your machine.
The key is to know where your
FrostWire files are so that you can manage them as you would any other
file. Go to tools>options>bittorent and note where your
torrent data save folder is. That's where your songs are.
Using your file manager, navigate to it and drag the items you want to
your mp3 player.
That should do it!