Hi,
have a look into page 141 of the Audya´s manual. That´s the way you can do it without PC.
If you want to do it via PC : "lyrioke maker" from
www.midiland.de can do it.
In former versions "winamp" was also able to put in lyrics into mp3.
You just loaded the mp3 file and the text-file and pressed the spacebar at every time thne lyrics should scroll