1) You should've gotten a cord that you put in the bottom of your nano and inside a usb port in your pc. Well, you put that inside the bottom of your nano and put the other end in a usb port on your pc.
2) Double Click iTunes and on the side of each song there should be a little box where you checkmark the songs. Check mark each song you want transfered to your nano.
After the songs are downloaded, it'll say "OK to disconnect" or something like that. =]
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