As noted above, that's the way it works; you can normally only sync from a computer to the iPod, and then only from a single computer (syncing from a different computer erases the stuff that came from the first one). Probably one of the ways Apple needs to make the music industry happy.

I haven't used it myself, but I've heard that xPod (http://www.versiontracker.com/dyn/moreinfo/macosx/12731) works well for what it sounds like you want to do.