When you are listening to the radio on your iPod nano, you can tag songs you like so that you can buy them later on iTunes. To tag a song when you are listening to it, hold down the center button until a menu appears. Select the "Tag" option and then press the center button again.

Next time you sync up your iPod with your computer, the tagged songs will show in iTunes so you can decide if you want to buy them or not. Also, when the sync happens, the tagged songs will be removed as being tagged on your iPod.

This works for a lot of radio stations, but not all of them. If you can't get the tagging to work, you're probably listening to a radio station that does not support this.