you didn't say in your question wether you were paying for them or getting them for free. ( i get them for free myself ).
well like i said before, do make that music list so you'll remember what you want to download and everything, and download the program limewire. don't get the pro limewire, that costs money. and make sure you have a few virus dectecting programs installed on your computer, cause sometimes limewire can cause viruses.
then just search all the songs you want on limewire and download them and then you just highlight them all and drag them into your iTUNES and then plug in your ipod and let the ipod update its list.
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