Or you can end the ridiculous destruction of the English language and realize that "Nano" isn't really an adjective in this case, but rather "iPod Nano" is the entire noun and is pluralized as such. "Red iPods" has a noun and an adjective and the noun is pluralized. If you dropped the word "iPod" from the statement you'd still have a valid sentence "I have two Nano..." what? "Two Nanos", or "Two Nano", since Nano is an adjective and can't be pluralized?

You asked "is that really how we have to say it?" and the answer is no. That is decidedly not how you have to say it. It may be how you choose to say it, but you don't have to, and most people would find it very odd phrasing indeed. If you ask Apple, brand names cannot be pluralized, so their recommendation is "iPod Nano mobile digital devices": https://www.apple.com/legal/intellectual-property/trademark/...

I do want to point out that no matter what Burger King says, The Onion has an article specifically mocking that line of thinking: http://www.theonion.com/article/william-safire-orders-two-wh...