Ipod Nano 1st Gen Recall in Box?

Hi, I'm wanting to send back my 1st Gen Ipod Nano for the 6th Gen Replacement scheme.

On the piece of paper I got with the bag to send it back in, it says:

'Place the box containing your defective Ipod into this bag and seal the bag.'

What box is it talking about?

I didn't receive a box with the bag to put the Ipod in.

Can anyone shine a light on my problem?