yeah you have to be running a version of Rockbox newer than I think October 20th then you enable the Last.fm support as described by PaulPosition. Once you do that you just play songs on the player, it will create a .scrobbler.log file in the root of the drive, then to sync you can run my LogScrobbler App(Make sure you have .NET framework 2.0) and browse to your player once connected and choose the .scrobbler.log file, then you hit go(or some other options first)
Not a stupid question, but if you don't have Rockbox installed then you have to get that on the player before any of this matters.