Ensure the most recent version of iTunes is installed. The software may be downloaded for free from the iTunes website (http://www.apple.com/itunes/).
Connect the iPhone to a computer using the supplied USB cable.
Open the iTunes application on the computer, then click iPhone.
Note: If the sidebar is displayed, click the iPhone name under DEVICES.
Click the Music synchronization tab.
Ensure Sync Music is checked.
Click Selected playlists, artists, albums, and genres.
Under Playlists, click to check Purchased.
iTunes will begin synchronizing the playlist to the iPhone.
Once the sync is complete, click Done.
Content purchased via iTunes is now synchronized to the iPhone.