There *is* a disk check tool as part of the iPod's in-built diagnostic mode. This is entered via the iPod controls and not from the computer. So, if the computer is telling you to run a disk check on your iPod, it's more likely that the computer is at fault, not the iPod. As JohnG says, don't run any disk check from the computer.
If you really think the iPod's not working correctly, you could try the standard Reset feature:
http://docs.info.apple.com/article.html?artnum=61705
or even Restore feature:
http://docs.info.apple.com/article.html?artnum=60983
It may also be worth updating the iPod's software:
http://docs.info.apple.com/article.html?artnum=60944
As to losing your receipt, this isn't required to get repair from Apple. Just go to the Apple iPod Support site:
http://www.apple.com/support/ipod/
and click the Request Service Online link. There's also a healthy array of help on the site.
Keep us posted.