im sorry but apps are only for iphone and itouch
you have to download the mp4 version of the movies, then iport it into itunes. then, just go to your ipod nano's movie tab, and sync it.
On itunes click on your ipod and go to apps drag the app to the ipod menu on the right and then click sync or apply at the bottom hope this helps :)
If it's the new generation of Ipod nanos the fourth and fifth generation does let you have game applications.