After downloading SharePod, if you have an iPhone or iTouch, simply run SharePod from your computer.
If you have an older iPod (Shuffle, Mini, Nano, Classic), you can run SharePod right from your iPod drive. (The iPod appears in 'My Computer' when docked.)
Avoid running SharePod and iTunes at the same time. Neither application will know about changes made by the other, and your iPod could get out of sync with both.