Can we only download from Itunes onto Ipods ???

What do you mean?  If you have other music (like a bunch of mp3s), just drag them into iTunes.

So I just cant download from windows media player ???

You can, but not protected files.  What kind of file are you trying to add?

Well it was that I was just at media player and it said to connet a device to sync so I tried but nothing happened .So I was wondering if I could ? Because when I download music it goes there so I thought it would be easier lol

Why not just download iTunes… it’s free and works a charm …

Yea your right  but I have a conflict on my computer  It seems when I download from Itunes I cant get on the net after. But just on one computer. Now if I go on a laptop in the same house and dowmload from Itunes no prob get on the net after  and everything.  So I tought if I could download from media player maybe I wont have a net issue after  The songs on my computer and the songs on the laptop are all together different