iTunes won't let me add songs to my iPod?

I just got a new ipod shuffle yesterday, but the only way I can get songs on it is by syncing it with my music library. On my iPod touch I would just drag and drop the individual songs and there would be a green circle with a plus sign in it if I could add it, but when I try to drag and drop songs from my iTunes library onto my shuffle there's just a black circle with the slash through it. Is this normal? I have tried this on both my Windows 7 PC and my MacBook Pro, but still the same problem. They are all up to date with the newest firmware. Any help would be greatly appreciated.