I didn't say to use Nokia Video Manager.

Just connect the phone using Mass Storage (File Transfer) from the USB menu that comes on when you plug the USB cable.
Then a new Hard Drive will be visible in your PC (like your C:\ and D:\ drive). That new Drive is the Phone mass storage.
Now open Windows File Explorer and go to the folder in your pc where iTUNES stores music and videos (as instructed above).
Now select some videos or songs you want to copy to your device.
Now go to Edit and then Copy.
Now browse to the New drive that was created when you connected the phone and select the appropriate folder (My Music or My Videos depending if it's video or music) and then select Edit then Paste. Now a window should open saying Copying and then an estimated time.
Wait until this finishes. Now find the icon to STOP devices (in XP or 2000 it's a gray box with a green arrow on top of it) in the tray (bottom right corner of your windows desktop), click on it and select "Safeley Remove USB mass storage device" wait until you get a bubble saying "It's now safe to disconnect" or similar, now disconnect the cable.
Hopefully this is clear now.