If your movies are not iPod friendly format, you should convert it to a format that iPod supports first. I think you can use uSeesoft Video to iPod Converter which can help you convert video formats like AVI, MP4, MPEG, MKV, MPG,WMV, TS, FLV, MOV, etc. to video format supported on iPod, such as converting AVI to MP4, WMV to MP4, WMV to M4V, AVI to MOV, FLV to M4V, etc.
It can be downloaded here: http://www.useesoft.com/products/useesoft-video-to-ipod-converter.exe
