How to insert the video in Ipod (video )

.mp4, .mov, h.264 video files
drag the file into itunes just like what you did when you insert song to itunes
no, ipod CAN'T support rmpg and rm format, because those format are created by real player
you can go to yahoo and search for "ipod converter" or "converter for ipod", different converter has different function and speed to converter video files! some of them are free of charge, and some of them need to charge US$20-40

What type of format ( Ipod supported )?

MP4 (quick time)
How to insert into Itunes?
Just like songs , in the same directory with your songs. If you want to manage them quickly, you can add a folder under your songs directory.
is IPod cannot support for rmpg and rm format?
NO.
if so , how would I change the format ?
Use software to change them to MP4 format. I am using WINAVI MP4 CONVERTER. Actually, there are many kinds of software can do the this job.