With iPod nanos and other devices that allow you to access the drive in mass storage mode (ie, you can see it in Finder/Windows Explorer), you can add a calendar in vCal format into the Calendar folder on the root directory of the drive. A vCal file can be created by many pieces of software, such as outlook, I'm sure Outlook Express can do as well. I believe Google Cal can export in a compatible format too. Just check with whichever calendaring software you use and see if there's an "Export to" function.
Outlook comes with Windows...