Is it going on and just not playing? I'd hate to see you give up on the Shuffle. When you played the seller's music, was this on the iPod? If so, then it's probably an iTunes issue rather than a shuffle issue.
I'd try unchecking your songs and then downloading a song from iTunes. Plug in the Shuffle to see if it updates. The newly purchased song should be checked. Make sure you eject the shuffle before disconnecting it. This could definitely be the cause.
If all of this doesn't yield results and you haven't given up, try visiting an Apple Store. From what I've heard, they aren't the most friendly bunch (and this annoys the hell out of me - as an Apple nut for quite some time, Apple evangelist should be happy people are visiting the store). They should however be able to tell you if it's working properly.
...and yes, this post is my Apple evangelist side rearing it's ugly head.
Chris