How do you authorize your computer?

Hello im trying to download a few apps on my ipod and when i sync my ipod it keeps on popping up a message that says "you are not authorized for it in this computer. To authorize this computer for items purchased from the itunes dtore, chose store>Authorize this computer" I know it gives me the steps but im a newbie to apple products so i dont know what to do can someone please give me the steps?