This answer is based on the newest iTunes in April 2013.
1) Connect your iPod Shuffle to your computer or laptop
2) Open iTunes
3) Select your iPod (This will open up your iPod settings)
From here there is two options either fill your iPod with all your songs on your iTunes or you can either tick them
First i'll show you how to put all of your songs on your iPod
4) Click on 'On this iPod'
5) Click the button that says 'Autofill'
6) Your Done!
Now I will show you how to transfer certain songs on to your iPod
4) Select 'Autofill ticked songs'
5) Then click 'Done' (This isn't the end)
6) There will be a box on the left of each song, make sure there is a tick on all the boxes of the song that you want
7) Then click 'iPod'
8) Then click 'On this iPod'
9) Click 'Autofill'
10) Your Done!