I have the movie downloaded why won't it sync into my iPod 4GB?

Depending on where you downloaded the movie from, there may be rights and limits to where or how it can be watched. Your iPod / iTunes may not be capable to process that type of file, or the source of the file (where you downloaded it from) may be uncompatable for your ipod, or your ipod may not have enough memory / space to hold the movie.