No. So much No.
The iTunes and database we use are on my husband's computer, and I'll probably have to try over there instead. But the current iTunes I installed on my PC doesn't seem to have an interface for "Download. Now. Into my database, even, I don't care—just download it!" Nightvale wants to play on my actual computer, and things that I copy to the iPod as mp3s are then mysteriously unknown to the iPod afterward.
I don't think my unit is too old (it's one of the classic 8Gb Nanos, and I will part with it when it is dead). What am I missing? Or is it that the iTunes interface has moved beyond liking my moldy old hardware?