Well, unless you have a time machine you won't be getting a 5th Generation (5G) iPod as they have not been released yet
The current 20GB iPod is the 4G iPod, even the black U2 iPod is the same as a 4G iPod. The mp3 format can be played on the iPod. The iPod can play the mp3 format, mpeg-4 AAC format, Apple Lossless, wav, aiff, and audible formats as well.
All you will have to do is add the songs to your iTunes library which consists of dragging and dropping then drag those files over to your iPod.
On a side note you should not steal music (though everyone does). As long as the files you get are in the mp3 format then you will be fine.