nano 8Gb newbie to Mac question

I got an iPod for a present and now trying to figure out how to work it. I downloaded iTunes on my XP but the person who gave me the iP already preloaded it with some ecxellent tunes. I was surprised to have found out that if I wanted to sync my new player with another computer I would have to say good buy to the preloaded stuff. Is it really true? I tried to check the "don't automatically sync iPhones and iPods...." in preferences but there's still a massage showing every time I am plugging it in and opening the device in iTunes that "this iPod had already been synced with another computer. If you want to... blah blah". Is there a way around this? Basically, I want to keep whats already in my iPod and sync in with my machine. Thanx all!

Yeah when You plug it in to iTunes go to file at the top of iTunes and go down to transfer purchases. If the songs were bought on iTunes they will sync to your computer.