You might not need to convert your music.
If the files are MP3 then you are ok. If they they are WMA then you will have to convert them to MP3 or ACC. Probably best to convert to MP3 as it's a good all round, play on just about anything format as ACC can only be played on iTunes. MP3 and ACC can be used on the iPod.
Open up iTunes, File, Add File/folder to library..., and iTunes will import them and offer to convert them if they are in anoher format other than MP3 or ACC.