The first time I ran iTunes, it did not sinc my library, or load to my iPod.
The simple problem that hundreds of people have had can be cured with a couple of keystrokes:

If you have that problem Follow these steps to set up your iPod.

1. Use Windows Explorer or My Computer to take a look in your "My Music" folder in "My Documents"
   
   
2. I suggest that you delete or move everything in it to another folder or disk. leaving an empty directory.
   
   
3. Install or reinstall iTunes over itself. Here is the important bit...
   
   
4. Go to EDIT then Preferences in the iTunes menu.
   
   
   
5. Click on the Advanced Tab and check the settings by the arrows.
   Make sure they are correct and that # 2 is checked.
   
   
   
6. Then Start adding CDs or songs by putting them in the Cd Drive and cliking the Add To Library Button.
   
   
7. Do not Plug in the iPod until the library has everything you want copied into it. When you do it will automatically synch up.

Lets start with the instructions the apple site offers us. Then look below it for more instructions from others who have figured it out. These are well done but require you to see a movie for your instructions, which users on dial up will have trouble with.
The Official IPOD USERS MANUAL is somewhat better, at least if you are a person that is computer literate enough to understand drilling down a standard menu tree. But what if you are not?