Sure…. Now the tough questions…
I haven’t done this in a while. But basically what I have done is this:
1. Download songs from iTunes (0.99 / song)
2. Burn it to a CD (in iTunes)
3. Go to WMP and there is a RIP button which basically means create WMA files (or MP3) files from the CD tracks.
4. Then I import those into a playlist in iTunes
5. Use iTunes to convert the WMA files to their AAC format
6. Put them on the iPOD.
That is how I do it… I know it is a lot of BS, but that way your music never gets lost or ‘loses’ it’s licensing for play.
kw
PS – I love my iPOD too Prof. I use it every morning at 6:00 am at the gym! And every night when I don’t want to listen to my wife 
Just kidding.