If you plugged in the iPod then installed the system software, it may continue to show up as an unknown device even though it's working. The display on the iPod's screen should turn to a crossed circle, and a new icon should show up in your system tray, one that looks like a grey card with a green arrow over top of it. You'll also see another drive letter show up in Windows Explorer. To actually transfer files, you'll need to use a separate bit of software, you can't just copy the files over in Windows Explorer. The most popular choice is
iTunes, but I personally prefer the
ml iPod plugin for Winamp. I'd also suggest you start reading
iPodLounge religiously. They've got a load of useful articles for beginning through advanced iPod users, and they'll keep you up to date on the latest happenings related to the iPod.