I have to go and get cracking with my ironing, so....
If you don't have iTunes installed, go to
http://www.apple.com/itunes/download/
Once the download is complete, plug the iPod into the PC using the USB lead you got with the iPod and it will automatically synchronise. Because you don't have any music on iTunes as yet, it will synchronise with nothing, thus takeing the music you have on it, off.
I've a feeling that you will be given the option of transferring the music that is already on the iPod to the iTunes library.
If you DO have iTunes installed already, untick all the music you have ticked - if there is a lot hold CTRL down and press A, this will highlight everything, right click your mouse and select 'uncheck selsction'.
Once this has been done, plug in your iPod and follow as I said above RE synchronising.
Once you're happy your iPod is empty, you can either download music through iTunes, torrents or rip from your own CD. The music will automatically be added to iTunes. Once you have all the music you want added to iTunes, tick the ones you want on your iPod and synchronise them as above.
Bear in mind that you might have more music than memory available on your iPod, if this is the case, when you are synchronising, iTunes will let you know of this and give you the option of unchecking songs of your choosing or letting it randomly select which songs go to your iPod.
I hope this all makes sense :o)