The music has to be on your computer before you can put it on your iPhone. If you used the computer to load your NANO, then you can just plug in your iPhone and it will automatically load the music to your iPhone.
Well you put the music on the Nano with some computer. Whichever computer that was, you need to get the iTunes folder off of it and then move it to the computer you're using now. Then consolidate your music files on the new computer and then sync your iPhone.
Seems like I also lost my Bookmarks in IE 7.0 on my PC. THey must of sync'ed with the phone, then I deleted most of them from the phone and found out later, all were removed from my PC. not doing well with this yet....LOL