How do I put videos on my iPod without using iTunes?

A while back when I got my iPod Nano, the one that you can put videos on, obviously, I tried to put a music video on just to see, I didn’t buy the video from the itunes store and I don’t use iTunes to put music on my iPod, I use winamp. I read somewhere that you have to convert the video into mp4 or something, is this true? I’m not very technological so anything would help.