1gb ipod shuffle, How do you charge it?

i recently got an ipod shuffle from my boss (a reward for being with the company for over a year) and, stupid me, i threw out the case and instructions after only a brief look. i cant seem to get it to charg. there is a red light and a blue light, none of this orange and green i keep hearing about. there is no dock, it just pluggs directly into the usb cable. i have put songs on it and used it without itunes but only used the battery juice it came with. does the shuffle need to be turned on to charge? my comp dosent go into sleep mode, just a screen saver. please tell me what i'm doing wrong.