dude, the guy gave you the most detailed reply, a detailed, step by step video made by apple themselfs!!!
but if your more prone to reading, or just video impared, heres how:
-in iTunes, click on playlists, then the plus symbol in the bottom left hand corner.
-that will generate a new playlist for you to name.
-from there its a simple drag and drop from your music to a new playlist.
-connect your ipod, drag the playlist to the ipod and your done.
see if this works, im not even near iTunes, this is just from memory so i might be off a little