Not having an iPod I may be wrong but you will probably have downloaded an ordinary video or audio file. As long as your iPod plays that type of file, you shouldn't have a problem. (but don't ask how to transfer it, I've no idea)
As Dolbyman says, iPods don't play flac files so use a free conversion progam (Google for one) to change the format.
I have to convert lots of the video to fit on my Archos player as it will only play up to a certain resolution (think it's 720, not sure) so anything in 1080 etc won't play inless I change the resolution.
Again, plenty of free stuff out there to do that (probably Super).
Very little here that's computer only (a few CD Roms and ISOs maybe).