My RAW files are CRW, from the Rebel. I'm not sure if the CR2 format was out when they introduced the iPod photo, but I presume they've added support for it since then. Have you tried the iPod updater? Go to Apple's support page and download it. You should try the latest firmware if you don't already have it, which is 1.2, I believe. To see what version of firmware you have, check on your ipod. It can be found under the Settings, or About option, as far as I can remember. You might even want to use the iPod updater to reset your iPod to factory settings, then maybe even retry updating the firmware. If there are any software issues, that could solve it.
You also might be able to rule out any hardware problems by connecting someone else's digicam, etc, to the iPod + camera connector... see if it'll download other RAW formats from their camera to your iPod.
that's all i can think of for now.
good luck Klaus!