Giving up on the shuffle

I was given the new shuffle as a gift so can't claim any support. I've tried connecting it to 4 different USB ports (all working ones). iTunes does not come up. All I get if I double-click in My Computer is a window asking to format it and when I say yes, after a while it says Windows can't format it. So the problem is not with the ports or with the little cable because it is seen as another drive. I've searched on this community and don't see any answer. I have seen a link to something called the "5 R's" as a solution and when I clicked on it, just got the main support page. I've exhausted any way I know so I'm giving up on it unless some Apple person can tell me a way to salvage it.