New iPod Shuffle will not connect

I just bought a brand-new iPod Shuffle; arrived today. I plugged it into my Mac Mini, but it did not connect and sync. I assumed this was because the battery needed to charge, so I let it do so. However, after a few hours it still will not connect to my Mac. Unplugging and plugging the Shuffle back in will cause it to blink orange once, then do nothing. Hopefully the unit is not dead-on-arrival. Anything I can try?