iTunes doesn't accept raw WMV files, so you'll need an iPod video converter (Like
THIS, which in my opinion is by far the best I've used.) to convert it to MP4 which is then accepted by iTunes and your iPod... bearing in mind MPEG4 is the
ONLY format accepted.
The program is completely free, and has no silly conversion limits or ugly watermarks that a few seem to carry nowadays. Good luck!