Why do my files keep changing once I add them to my MP3 Player?

Off the top of my head I suggest that it may be two different problems. Firstly, Windows Media Player has a feature (Tools > Options > Library) to have it get information about your files from the internet and rename, or retag the songs.

Secondly, there are different standards for how mp3 files can store metadata, and perhaps you edit one in Media Player but your mp3 player uses another.

Here is some free software to edit your mp3 metatags:

http://www.mp3tag.de/en/

Here is some free software I use to get metadata off the internet and tag/rename my mp3s.

http://musicbrainz.org/doc/PicardDownload

Awesome thanks for the advice. Now when you say retag will that change the file itself outside of a media player so the mp3 file itself will be changed?

Is this mp3tag program pretty easy to use?

Yes. The mp3 tags are stored within the mp3 file itself. Some players can extend the tags, or store their meta data elsewhere (e.g. in their own local database), so if you want the meta data to be portable you need to use the widely used id3 standard.

I've personally never used the mp3tag program, and use the second one I linked to you. It can be a bit complicated to learn but it's fairly simple once you get the basics down.