If you've bought the CD then I'm not sure why you also want to download it from the store (?). Apple can sell content where the content providers grant them licenses to sell them, and it looks like the record company hasn't granted Apple a license to sell that album here in the UK, though it is available in Australia. You can try requesting that it be added to the UK store, but ultimately it's the record company's choice : http://www.apple.com/feedback/itunes.html
If you've bought the CD then you should be able to use your computer's iTunes to copy it to your library and then sync it to your iPod.
Syncing music : http://support.apple.com/kb/HT1351