How do I purchase a song for my IPod Shuffle - I'm being asked for a code - what code?

You purchase items from your wish list by clicking on the item's price, that should prompt as to whether to purchase it. You can then sync it to your iPod by connecting it to your computer and selecting it on the left-hand sidebar of your computer's iTunes (you can enable the sidebar via option-command-S on a Mac, control-S on a PC), and then use the right-hand side of the iTunes screen to select and sync it to your iPod.

How sure what code you are referring to in post's title - do you mean that you are being asked to enter credit card details ? If you are then the iTunes gift card field on that screen is optional, you don't have to fill it in, and as iTunes gift cards aren't available in all countries (and the cards are country-specific) you may not be able to fill it in anyway.