Currently Being ModeratedMar 24, 2013 11:14 AM (in response to Jeff in Houston)
If this is a 3rd or 4th (current) gen shuffle, it can play from more than one playlist. If you want to shuffle playback from a list of all songs loaded on the shuffle, you can use the All Songs list.
To make sure you are in the All Songs list, use the VoiceOver feature (press and hold the VoiceOver button), so that it speaks the Playlist Menu. Make sure the All Songs list is selected as the playlist you are using.
This document has more information about setting up and using VoiceOver on a shuffle.