To make life easier...

The iPod Nano USB cable driver is called... Apple iTunes. Download it at http://www.apple.com/itunes/download/

Reboot your machine, plug in yer white cable, connect your iPod and the "New Hardware Detected" rubbish will appear. From there you can start loading yer iPod with lovely music!

Even without iTunes installed, your PC will end up detecting the iPod flash drive, you can copy your pron or other "valuable" stuff innit ONLY though.

If you hate iTunes or have a really old / slow computer (but still have AT LEAST a USB 2.0 port), you can either use third-party software like Anapod explorer (http://www.redchairsoftware.com/anapod/)!