Currently Being ModeratedSep 5, 2013 2:18 AM (in response to Machaman)
Make sure you are pushing the headphones plug completely into the jack. The fit may be tighter than expected.
If that does not help, and you have a different set of regular headphones, try using it (as a test) to see if it makes any difference.
Currently Being ModeratedSep 5, 2013 3:58 AM (in response to Kenichi Watanabe)
Thanks for the tip, Kenichi. Unfortunately, using different headphones doesn't seem to make any difference.
Currently Being ModeratedSep 5, 2013 12:47 PM (in response to Machaman)
If you've done a Restore already, and it's not a problem related to the headphones, the cause is likely to be a problem with the shuffle. If it's new (or within one year from purchase date), I would have it checked under warranty. If there is an Apple Store nearby, you can do so with an Apple tech support person at the Genius Bar. The store's web page lets you make a reservation.