You'll have to Download itunes (they'll give you the email addy in the shop) and from there it's just a case of whatever you Updload to your PC will get put on your ipod, when you connect the Adaptor to recharge the battery etc!
Be careful though, when you delete stuff from the PC it will get deleted from the ipod when you recharge it in future!
Now, if someone could tell me how to download Movies etc...