I purchased an iPod Touch and according to target employee it was the latest generation. The one that worked with Nike Plus. However for two days now there is no icon no nothing that will start the lnink process. I plugged the connector and it gives me a message saying " This accessory is not supported by this ipod"
I would double check on what generation you have. Do you have external, physical buttons to be used for volume control? If not, you have the first generation touch which will not work with Nike+. If this is the case, I'd recommend taking the iPod back to Target and requesting an exchange.