Usually you sync stuff from your collection on your computer to your Zune player or Windows Phone (your device). But you can also sync in the other direction—from your device to your collection.
To sync items from your device to your collection
Connect your Zune player or Windows Phone to your computer.
In the Zune Music + Video software, click Device or Phone, or click the Device icon .
Drag whatever items you want from the collection on your device to the Collection icon (in the lower-left corner of the screen). Sync starts immediately.