That's because it is not allowed. As an anti piracy measure music can only move from your computer to an iPod, not vice versa. However there are programs that can get around this for you. I'm not familiar with any of the programs that do this for Windows, so try searching on VersionTracker.
edit: Just search for "iPod" and you will get a bunch of results for programs that do what you want. However, as I said, I can't recommend any of them as I've never used them.
It's not supposed to let you transfer songs from the iPod to the PC, only from the PC to the iPod. That's the built-in, anti-piracy feature of the iPod.