You can only do it through itunes on your computer. first the music has to be saved on your computer in My Music or Desktop.
If you can, save the mp 3's all in one folder and name the folder, so you can find it easily later on.
Open itunes then click file. then click 'add folder'. It will allow you to locate the folder so you just click on it then click ok. this will save the music to itunes library.
If you just want to add just one song then click file then 'add file'
When the songs you want are saved in this way to the itunes library, connect your
ipod to the computer and click and drag the songs into your ipod music list.
Its all a complete pain in the wrong place if you ask me.