You will need to import the XML file into iTunes after the installer completes.
To do this:
1. Run iTunesThis should import the appropriate stations into your iTunes library. Sync up your iPod and you're ready to go.
If you scroll down there is a graphical step-by-step.
1. Run iTunes

2. Click File --> Import

3. Click the "Look In" pull down and select "Local Disk (C:)"

4. Click the "Files of Type" pull down and select "XML Files (*.XML)"

5. Double Click the Hello Kitty (.xml) file
You should now have a Hello Kitty Stations playlist under the source pane in iTunes
If your Hello Kitty Stations playlist is empty go to File-->New Smart Playlist. In the blank text box type Kitty Technology. This will create the appropriate playlist.
This should import the appropriate stations into your iTunes library. Sync up your iPod and you're ready to go.