Your iPod may very well be charged -- the "Do not disconnect" notice may just mean that the iPod is mounted on the computer and thus should not be unplugged yet. Open up iTunes to see if an image of the iPod is in the left hand column. If it is, click on the eject button to the right of the iPod image (it's the circular button with the triangle on top of a line). Then the "do not disconnect" message should go away and you should be able to unplug your iPod. If that doesn't work, shut down your computer. When it's completely off, unplug your iPod.
With your iPod unplugged, you should be able to determine if it actually charged up.