The copy to iTunes Music Library option has been in iTunes for Windows for a long time (under Advanced tab of iTunes preferences.) Manually add songs to your iPod is the safest way. See the link Only A Hobo gave you as it has links to both iTunes & iPod tutorials & forums.
* Remember people, you are expected to search your problem first BEFORE posting. That means using the search button above (see image sample below), & if you can't find your answer, then look at the
Stickys at the top of each section which answer the most commonly asked questions.
Forum Rules (click here)