There are guides on line, but you can also just follow the instructions in Bootcamp Assistant. You can use the Windows iTunes if you need to reformat your iPod to Windows, before installing Rockbox
It doesn't take long, so if you have a friend with a Windows computer, that could be an option.
The only inconvenience I had is that the computer was slow to reboot, using Option to select the boot disk, unless I disconnected all of my external drives first.