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Unless you're syncing with different computers, your movies in the Videos application should not be removed from the computer when syncing. If this is stuff you have from the iTunes Store, can't you try consolidating the library on one computer system?

*Edit* Just re-read your post. The "ones that [you] have on there already", is that stuff you've downloaded directly onto the iPod through the iTunes application? If so, just be sure to transfer purchases from the iPod to the computer before syncing or disable automatic syncing through the iTunes Devices preferences and then start the syncing process manually instead of letting iTunes do it whenever the iPod is connected.
 
Thanks so much!!

The movies that I have are from Itunes and they all downloaded perfectly but when I wanted to add a new one-- all I got was the new one -the rest were deleted.
 
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