Nike Plus
Nike Plus
Nike Plus Shoes
Nike Plus Shoes - Nike+ Zoom Air
From Nike.com: Only Nike+ shoes feature a built-in pocket under the insole specially engineered for the Nike + iPod sensor. For seamless, stylish integration, add Nike+ apparel that holds your iPod nano and receiver.
So in every pair of Nike+ shoes you can find a pocket under the insole where you have to put the iPod Sport Kit - sensor, the orange one.
Back to the article - Nike and Apple