How to or CAN you skip songs on an iPod shuffle 4gb ?

"4gb"? So this must be a 3rd gen shuffle that does not have control buttons on the shuffle itself. If so, on the remote control buttons on the headphones cord, double-press (quickly press twice) the center button (the one you press to play/pause) to skip to next song. I don't have that model, but that's how my iPod nano works with remote control buttons.

Also, double-press-hold (quickly press twice and hold down button on second press) is fast forward. Triple-press is back to start of current song or previous song if done during the first few seconds of song. Triple-press-hold is fast backward. Again, that's how it works for my nano.

Apple may not provide that much documentation in the tiny shuffle package, but there is actually a full manual ("user guide") available online for the 3rd gen shuffle

http://manuals.info.apple.com/en_US/iPod_shuffle_3rdGen_UG.pdf

Also, this Apple support web page consolidates resources related to the shuffle

http://www.apple.com/support/ipodshuffle/