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Every iPod comes with a USB or Firewire cable that plugs directly into your computer, as well as a disc that initializes your iTunes and iPod music transfer interface.
The first thing to do when opening your new iPod is to install your software, which includes iTunes. Next, connect your player to your computer with the enclosed cable. Allow it to charge for a few hours, then open iTunes and go to File, then choose either Add File to Library, or Add Folder to Library. You can then import either all the MP3s in your computer, or one file at a time.
Now, all you have to do is organize your music into playlists by using the New Playlist command and dragging and dropping your music into them - and then drag and drop your music into your iPod.
iTunes will show you visually as it progresses in loading your music to your player.