So do I have to make different playlist? How so? Sorry but I am basically new to Itunes and to be honest its a pita...
Yes. To make a new playlist, click on File > New Playlist, then name it iPhone. Plug in your iPhone, click on 'iPhone under 'Devices', deselect automatic sync. Click on the music tab and select the iPhone playlist you just created while deselecting all other playlists. Now click on Music under Library and drag tunes from your library over to the new playlist. Click on iPhone again under Devices, and click Sync.
Repeat above for your iPod.
As far as iTunes being a pita, you'll find the opposite is true if you spend just a fraction of the time with it compared to other similar applications..