it is quite possible, but it takes a modification which will void your warranty. By replacing the OS on the iPod for Linux, which includes iTunes compatable player so you can play your music, play games and a whole lot more!
You will need to download the MAC OSX and a few other tools, but it is definatly worth it. I believe there is even a way to play doom on your iPod now, though i don't have it installed yet
Check out iPodLinux.org
for more detailed installation instructions.