Why is an episode of a TV show not syncing onto my iPod? Where is it?

Today I bought 1 episode from “In Treatment” on iTunes, I watched it and then tried to sync it onto my iPod. I dont think it worked because I cant see it anywhere on my iPod, even in the videos section. I have an iPod touch 1st gen 8GB. This question is probably pretty stupid, but there isn’t anywhere where the episode will get synced to on the iPod except for the videos section right? When I plugged my ipod into the computer, on the iPod’s “profile” I went on the “TV Shows” tab, and selected the episode and pressed the “apply” button. How do I get the episode onto my iPod??