Aim at downlding mpg/mpeg files. If you're after music video files then you may find most are in this format anyway. Well 3/4 of mine are anyway. BTW
Anapod is a utility to help getting videos into iPod, but still, they need to be of the correct format. Anapod is shareware but there is a trial version. But if you have iTunes then it's probably not worth bothering with Anapod since it's easier to get videos into iTunes than iPod.
It appears most utilities to reformat videos into the correct formats for iPod on windows are shareware. I think I read someone was doing a freeware version of their own but it's still experimental. You may have some success with QT pro, Nero & some other video converters for avi files ->mpeg. But don't pay for anything until you're sure it works. These are early days, sooner or later freeware for windows will become available specifically for this purpose.
I did some googling around but no true success. Here's a load of links that might not mean much at present anyway.
Includes wma: How-To: Convert WMV to MOV for playback in iTunes [Windows], 2 Convert WMV to MOV for playback in iTunes [Windows] B, _ 3. iPod Video conversion tutorial (Windows & Mac),
4. HOW-TO: Convert a DVD for your iPod (with video) in Windows, _ 5. WMA files into something iTunes or the iPod can play