Stupid Question:

My iPod Nano/3rd Generation says it can store photos on itself. How exactly do I put them on?

Now, on the Mac, it automatically imports your iPhoto library if you select the option. My best guess with Windows is that you enable Hard Disk use via iTunes, and simply drag the photos on.

iTunes > Your iPod > Photos > "Sync Photos from:" > Select folder > Choose either "All Photos" or "Selected folders".

Pictures!