You can drag and drop. You have to go into your iPod Preferences (when you iPod is connected to your Mac). In there you'll find an option to either sync automatically or manually. You want manual. Then you can drag and drop.
I think you can use the check boxes next to each song to determine with ones get auto-synced, but depending on the size of your collection, that can be daunting. Go with the manual managing of your iPod.