How can i add videos,movies and tv shows episodes to my ipod nano?I want to know whether i can directly add them through my pc or not without downloading them from i tunes store?
Yes, you can add your own videos to iTunes, then sync them to your nano, subject to supported max resolution limit and file type. The specs for the 7th gen nano says (I don't know which nano model you have), Video Format Support
"H.264 video: 720 by 576 pixels, 30 frames per second; Baseline, Main, and High-Profile level 3.0 with AAC-LC audio up to 256 Kbps; 48kHz; stereo audio in .m4v, .mp4, and .mov file formats
MPEG-4 video: up to 2.5 Mbps, 720 by 576 pixels, 30 frames per second; Simple Profile with AAC-LC audio up to 256 Kbps; 48kHz; stereo audio in .m4v, .mp4, and .mov file formats"
(earlier nanos have lower max resolution limits)
So, "HD" video is too high resolution, so iTunes will not sync such videos to the iPod (although they play in iTunes). If you are asking how to set up iTunes to sync videos in general (regardless of source), please post back.