How do you unlock a ipod if it says connect to iTunes?

When it has the USB cable and the iTunes logo, plug it into your computer and open iTunes, it just does that because it has to programed on a computer, but all you have to do is plug it in and let it sync, that's all. You have to have iTunes installed on your computer though, if you don't go to Apple.com and click the tab that says iTunes and on the left side it will say download iTunes.