iPod Nano 2G cannot download MP3 files

I have downloaded some MP3 files from a university that covers some topics that I am taking into iTunes. When I hook up my iPod nano and sync the songs show up but the MP3 files do not. I have reset the iPod also unchecked all the songs leaving only the playlist with the MP3 files checked and still cannot download MP3 files. Is there a trick to doing this?

Never mind I found out the problem, the MP3 files are a streaming file, everytime I click on the file it connects via the ineternet and streams the MP3 files down. They cannot be saved in iTunes a MP3 File