Google is your friend. I'm pretty sure (I don't have an iPod or use iTunes) that all you have to do is add your downloaded music to the iTunes library. From there you can transfer it to your iPod. Look at the iTunes/iPod website. And try a Google search. I'm not entirely sure what your problem is, but with a little bit of effort and the use of those tools, you should be able to find it. Good luck.
deepblue