It seems to me that you've ended up somewhere between AIFF and AAC. Because WMP supports buttloads of formats, it will play the files, the iPod is much more finicky.
There are two settings on the importing tab preferences pane: one that chooses the file format, the other at what bit rate. Simply select AAC and 128 or higher and reimport music from CD's. I would recommend deleting the AIFF versions BEFORE you reimport however, so you or iTunes don't get confused as to which one is which since the titles will all appear exactly alike.
Good Luck.
JM