Moving podcasts or iPod MP3s to iTunes Library

I want to remove podcasts and songs from my iPod Shuffle, but want to save them in my iTunes Library for future use. I try to click and drag them from my iPod to my iTunes Library, but that doesn't work. I also went in File Menu to "Transfer Purchases from iPod" but that doesn't work either.

Seems like it's a one-way process: INTO iPod only, but no way to save files from iPod to iTunes. Surely there is a way? Can anyone help?

Thank you.