WMP has an iPod plugin somewhere as does Winamp so you can use them with your iPod, otherwise you will need to rerip your music with iTunes (if WMP has added DRM, it's for the best anyhow as you don't want the music from your CD's to be DRM, above all it won't play on your iPod.)
@ Music acquired illegally (and which ideally should be purchased from iTunes or something 😉) will probably be mp3 and will certainly be unprotected wma, if it uses that format, so should almost certainly be importable into iTunes, I'm puzzled on that front, try using the open command on individual files, as iTunes might not be mining down correctly through your folders, at least it had problems back when I used Windows with iTunes 4.