What format are the movies in? They'll have to be mpeg4 or H264 to move to your iPod. Check out the thread below, it has info about video as well as music.
Transferring music to iPod & iTunes

If you need a converter, there are free ones around. Lots of people use Videora, I use 3GP. There are new freebie ones around also, which I haven't tried.
If you're stuck, use the forum search to look for video to iPod...you'll find quite a few old threads & lots of info