Use the iTunes software that comes with the iPod.
Personally I can't stand iTunes and won't allow it anywhere near my PC, but it's a servicable piece of software and is simple to use. Select the tracks you want to put on the iPod, plug it into your PC & synchonise the device.
There are free alternatives, but I'm not sure any are as simple as using the iTunes software.
I don't personally have a iPod so I can't really help you further. I use a Creative Zen which uses Creative's own Media Explorer software.