You'll need to use iTunes to put music onto your iPod (iTunes is free and available from apple.com... it should also have come on a disc with your iPod).
If you
purchased music from Napster, you won't be able to get that music into iTunes unless you buy software that will convert it (at least that's how it is with Rhapsody, I would assume it's the same for Napster).
If you've just
downloaded .mp3 files via filesharing, then you can easily get them to your iPod. What you'll need to do is go to iTunes and make it your default media player. Then go to the folder where your downloaded files are. They should now appear as iTunes files. Just double-click them, or drag them into your iTunes window, and they will add to your iTunes library (I suggest setting your iTunes options so that it makes a copy of each file in the iTunes library and keeps your folder organized by artist and album before you do this... and then delete the original downloaded files).
Once they are inside iTunes, you can load them up onto your iPod.
iTunes really is the superior music organizer/player in every way, and it's also the superior way to legally purchase lossless audio files digitally and put them right on your pod. And you can even support UD with iTunes purchases.
-Aaron
