Hi Daisymae3,
The iPod shuffle does not use Windows Media Player to sync, it uses Apple’s iTunes application, available for free from this web site -
Apple - iTunes - Download iTunes Now
http://www.apple.com/itunes/download/
See also the manual for your iPod shuffle -
User Manual iPod shuffle
manuals.info.apple.com/MANUALS/1000/MA1550/en_US/iPod_shuffle_4thgen_User_Guide .pdf
Specifically Chapter 3 - Setting up the iPod shuffle.
iTunes is the free software application you use to set up, organize, and manage your content
on iPod shuffle.
Thanks for using Apple Support Communities.
Best,
Brett L