If you mean the little plastic thing that came with the iPod, that's a universal dock adapter to make your iPod fit into Apple's (or other companies') Docks, since obviously all iPods are different sizes, but have the same dock connector.
If you don't have a dock, save it till you get one...
Hope I could help.
That white craddle is for use with all the devices that use Universal Dock Connector specification.
Like the Universal Dock and iPod dock, which have to be puchased seperately.
So if you buy a dock, you insert the craddle in the space provided and the iPod rests on it, untill then, keep it in the box, no use!