What is wrong with my iPod?!?

Ok so I had trouble puting videos on the new version of the iPod nano. But I finally got it to work when I right clicked the video and from the drop down menu pressed CONVERT TO IPOD/IPHONE. This converted it and I managed to get it onto my iPod but there is no SOUND when I play the video on my iPod! I unplugged and plugged the headphones back in a million times, I replayed the video, I turned it up to full blast, I even checked if my other music would work. It did. I checked on iTunes for an alternate version to convert the video into and it says "CONVERT TO APPLE TV." Is this what I need to convert it to? If not why wont it give me sound? Whats the problem and how do I fix it?!