up until now I have used windows media to download music. Is there a way to transfer these songs (I have quite a few) to my ipod? Any help is much appreciated.
Unprotected WMA files are automatically converted to MP3 or AAC files when you import them in iTunes. With protected WMA files, you're generally out of luck.
In short: if you aren't already using iTunes, I'd suggest switching over to it now that you have an iPod.
Just add them to your iTunes. Go to File - Add Files and then browse to the correct folder. Select the files you want and then click OK. iTunes will tell you if they are compatible or not with your iPod.