The file must be in the mp 4 format to be downloaded to the ipod i use the videora converter it is pretty useful and fairly easy to follw . you can download it for free @ http://www.hottdownloads.com/ in the free conversion software section . I hope this helps you .
After you have completed converting the file go into iTUnes and click import at the very top and look for the movie in your files then click on the file and pree ok the file now should be in your itunes library under videos if not than the movie is the wrong file type i think iPod movies must be a Mp4 file. Hope this helps