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If you have an iPod, there is no need to invest in an extra flash jump drive as you can use your iPod to transport data files, as well.
When you connect your iPod to your computer, it shows up as an external drive in Windows Explorer. From here, you can easily drag and drop files into it as if it were a flash jump drive.
If you have an iPod that is formatted for Mac's only, it will not work on a PC and vice versa. Also, you cannot transfer music this way, music can only be added to your player via iTunes.