how do I transfer music ON my iPod (not in my library) to a USB/Flash Drive?

I've been trying to find a way to back up my music onto a usb/flash drive. Most of my music is not actually in my library; it's on my iPod. (I didn't alway buy sync my music from the same computer) I tried copying the songs under the music of the"on this iPod" section by selecting all of them and dragging them onto the usb (shown in folder) but nothing happened. I'm not really good with computers, so I need help. If it's not possible to put songs that aren't on my library but are on my iPod onto a usb, how can I get them into my library? I have a 3rd genereation iPod nano. (I don't think it really makes a difference what kind of device I have but idk)

Please help!! Thanks.