That's b/c iTunes must import them into its own library 1st. Do a forum search for 2 words: itunes & ipod. Also see these:
1. http://www.apple.com/support/itunes/...ial/index.html
2. http://www.apple.com/support/ipod/tutorial/index.html
3. http://www.kapsi.de/files/itunes.html
4. Do a search under my name for itunes & you'll find other not so well known alternatives.