u need to convert the video to mp4, or so they are played by quicktime then put them in itunes...et voila.
will it not be in the folder that your itunes syncs it to?
Do a folder search for iTunes.
The video tab is available on your iTunes screen.
Click on your Nano's bar in the sidebar.
Then click Video.
Open iTunes. Then: edit - preferences - advanced.
It will tell you where the folder is.