How are you trying to transfer them? To play on the iPod, you will usually use a particular program or plug-in. If you have iTunes, create a playlist & drop the files you wish into the playlist, then add the playlist to iPod. Personally I'd recommend 'Manual' update which means you only need to drag & drop whatever files you wish from iTunes main library into the iPod's icon at side of iTunes.

Here's some clues: How to transfer music to my iPod (& iTunes) {click on link}. There are some tutorial links for iPod either at bottom of first page or on second page.