iTunes should be able to Restore it, but if this is a 1st or 2nd gen shuffle, and the iPod Reset Utility is needed...
If there is an Apple Store nearby, take it to the Genius Bar there and let them run it on your iPod. For a shuffle, it does not matter if a PC or Mac is used. You can make a reservation from the store's web page, to avoid a wait.
NOTE: The iPod Reset Utility is meant as a "last resort" when a regular Restore does not work. It may not be able to fix the problem on your shuffle.