No, you can get away with using a 3rd party utility. However, the good ones seem to cost $$.
Check out this link:
http://www.redchairsoftware.com/anapod/
The ability to integrate the iPod with Windows Explorer may make the $25 cost worth it for you.
I've never tried it since I'm on Macs, and iTunes does the trick for me.
Let us know if you find something that works for you.
Good luck!
Jon
TreeLine Productions
Fort Collins, CO USA
Currently producing these popular podcasts: