Problem transferring videos from iTunes to iPod

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Just got one of the new iPod Nanos, my first iPod that can play videos. Problem is, many of the videos can't be transferred from my Mac to the iPod because I get the message that it can't be played. I asked a person who told me to go to an option in iTunes that converts the video file to a format an iPod/iPhone can read. I've done this, but it still won't transfer to the iPod. It seems that the file is still in the same format after being "converted" that is was in before. Anybody run into this problem before, or know how it can be solved? Thanks in advance.