My newest phone takes too long to get to the music

So awhile ago, I got a new phone. I've been using the old one to play music, but it annoys me that I have to use the headphones that come with it. So when I put the SD card in my new phone, it always asks if I want to allow them. Is there anyway to fix this, or do I have to blue tooth my songs over to the phones actual memory and play with limited memory? :<