iPod Please Please help me!

I have an iPod Nano 3g, and I bought it used from someone on craigslist. The other day I downloaded "Phase" onto my iPod. when I went to play it told me to add my songs to the "Phase Music" playlist on my iPod. I did that, but it still says the same thing when I go to play it. can someone help!

No, I didn't pirate any songs, Phase is a GAME on my iPod. Can anyone help with this?

Yeah, I tried doing that but it didn't work. I clicked and dragged my songs into the "Phase Music" playlist, and set my ipod to sync, but not syncing my Music, because I have never needed to before. "Phase Music" playlist is on my actual ipod, and I can see it and play the music, but when I go to play it on Phase, it says the usual stuff, as if I haven't put my music on the "Phase Music". Does anyone have any answer?