Select the iPod shuffle in the iTunes sidebar (under DEVICES). Over to the right, select the Settings screen for the iPod shuffle. On that screen, there is a checkbox for Convert higher bit rate songs to 128 kbps AAC. If that checkbox is checked, that's the only thing I can think of that would "convert" a song file while they are being loaded onto the shuffle.
So, if it's checked, try unchecking it to see if that makes a difference. That option potentially allows more songs to fit on the shuffle, but reduce the quality of anything that gets converted, so I have it unchecked.