I got many MP3s in my Inbox of my "Messages".
How do I transfer them to the "Music folder" under "Gallery"

Thanks

Open the message and then save it in the music player.

Or you can dig up the .mp3 file from under c:\system\mail with, e.g., FExplorer (http://www.gosymbian.com). However, do not use FExplorer to delete anything from c:\system\mail (delete the messages with the Messaging app)!