If you're on a mac, all you have to do is connect your iPod & it's automated. If you're using windows, I'm not sure. I'd have guessed it'd be similar. Quote from iTunes Help: To transfer music from iTunes to iPod, connect iPod to your computer using the FireWire or USB 2.0 cable included with your iPod. By default, iTunes opens and begins the transfer. For more information about connecting iPod to your computer, see the iPod User's Guide on the iPod CD

Alternatively you could use the Add to Library ... command Ctrl+O I think for windows from the iPod.

See: http://www.apple.com/support/ipod/ & you'll see a link for transsfering music to iPod which has a QT movie to show & explain what to do. If you have pc, I'd suggest you get windows version of iTunes on your computer.