You probably ain't going to get far using media player (pauses to wait for stream of "No, you can, you just need to..." posts... ).
If you use iTunes then the iPod Shuffle should just appear in the iTunes window when you plug it in. To get music on to it you drag the tune from the iTunes window to the iPod icon on t'left. To get music on you rhard disk let iTunes go search, or under "file" - "add folder to library" and point at the directory where you have your music. If you haven't got any music on your hard disk, stick a music CD in the drive while iTunes is running and you are connected to t'internet (so you get the track listing from CDDB and save yourself typing it in. If you haven't got any CDs then
http://www.cd-wow.com is your friend.
The ipod shuffle has a "play, stop, skip" button and no other controls. Personally I think you could get a similar look by sticking a Polo mint onto a couple of sticks of Wrigley Spearmint...
You need extra hardware and software to convert the output from vinyl records and wax cylinders to mp3 or aac format.
Always look at where you are going when taking corners, you'll corner more smoothly and safely.
Never answer the questions "Have you stopped beating your wife?" or "Do I look fat in this?".
Never eat anything bigger than your head.
Answering "Yes" to most questions is probably going to make you lots of new friends.
Field archeologists and gardeners usually suffer from bad backs - you will gain many brownie points by learning how to give a good massage.
Always rub her feet.
That's about all the pointers I have at the moment? Are these of any use?
