How to transfer songs from old MP3 player to Ipod

I have just upgraded to a 30gig Ipod Video. I had a Sony Walkman MP3 player before. I have got a couple of hundred songs on that MP3 player that I want to put on my Ipod. When I plug my old MP3 player into the computer and open Itunes, the songs come up in the Connect Player format (Connect Player is the Sony Walkman software). When I try to add them to Itunes it doesnt do anything or come up with any error message. I know they are the wrong format, how do I change them into a format that will go into Itunes.

Big Ipod Fan, Birmingham, England.