To clarify Diane's post a bit. You have two issues. She already mentioned that you can create a SPL of the least recently played songs or perhaps songs with play count less than xx.
But the shuffle part, what Diane meant to say is that your iPod may not be set for shuffle. In the main menu of the iPod, go to settings and then the shuffle option. Choices are OFF (which sounds like you iPod is current set), Songs, and Albums. You want songs. This setting basically tells the iPod that no matter which "list" you are playing out of on the iPod, shuffle the songs in that list.
So when you go your "least played" playlist and begin playing it, besides the first song you pick to start playing, all the rest of the playlist should play in a random order.
Patrick