How do I get this to work? Ugh...?

Okk. So on my itunes it to where all my songs are ordered by the last time I played them so its easy to find the ones I most like, but see whenever I connect my ipod and drag all the songs I want and eject when I go to listen to my ipod its all mixed and hard to find stuff so I have to make dumb playlists. Ohh and another thing when I click on itunes and my ipod is connected it shows in my ipod that its last played. I don't get it!!! Please help.