The sony stick types, I think sony if fixin to give up on those(just for info), so watch out for those.
Can't hold much- generally with flash- but depends on type.
Songs anything you can get on your computer, you can send to Ipod.
You can come in analog through sound card. From LP stereo, if you have to.
Convert to digital mp3 with free software, and shoot to ipod.
All kinds of things can be done, but to not waste money be sure to check up on everything envolving any hardware you might need.
Free software, If one is not so good, Get Another....
See There, and I typed as fast as I could
P.S. Looked at unit... what do you have in digital radio stations, in your area?