Transferring a song to my iOS device, but it says "Song not Downloaded"

[MatthewGARCIA]

PLEASE HELP!

There's a problem with my syncing or whatever, I've been trying to transfer my local music files to my playlist, from PC (ethernet) to iOS (wireless internet). It shows up in my playlist but its unplayable, it says "Song Not Downloaded"
if there is a possible answer to this, it would be appreciated thank you!