Download the dictionary file to your computer (pick the StarDict format, it should be named something like dict-XX-YY.zip).
Plug the Musnap into your computer with a USB cable.
Uncompress the dict-XX-YY.zip file into the dict/dict-XX-YY folder on the Musnap (you will have to create the dict-XX-YY subfolder).
Safely eject the Musnap, and unplug the USB cable.
When you highlight a word for definition, the System Dicts box that pops up will have the option to select and add a new dictionary after selecting the drop-down menu arrow pointing down. It will appear as dict-data.