First I only had audio on a TV show episode that I downloaded but I downloaded a CODEC and resolved that. Now i'm trying to put my show into my itunes. It puts my music and even put a music video in my library but for some reason will not put in any other video....im not sure what im doing wrong. Any tips?

Thanks in advance

Needs to be either MPeg 4 or H.264 format (an advanced mpeg4 format) for iTunes to be able to import the video file. .m4v, .mp4, and .mov file formats. This applies to iPod, however iTunes is slightly less fussy. May also accept mpg/mpeg if it's mpeg 4 format. It's not always easy to know if .mpg is MPeg 1, 2 or 4.

How to transfer to my iPod (& iTunes) - for video

I'm not really knowledgeable in that but mine is avi...? is that not good? so in the future i should just download the ones that you listed?

Yes, if possible, else convert it to mpeg 4 which is what many people do. Converting will mean some loss of quality however.