Does Anyone Have An IPOD Shuffle, I Need Help!

I am the stupidest person when it comes to things like this. My boyfriend just got an IPOD shuffle, and asked me to fill it with some music. Sounds simple enough right? I can't do it!!! We aren't using I Tunes, because we have a music sight that we pay for, so this is what is going on...

I hooked the IPOD up, got it all set up, and then I wanted to choose certain songs from my library, (we don't like all the same music, so he doesn't want the whole list in his IPOD), the problem is that I don't know how to select out of the list of songs, the ones he likes, , so I can get them separate from the big list, and add them to the IPOD. I even downloaded the instructions...they make it sound so easy,. It say make a play list, and add it to your IPOD. I can't make a play list. It says to click and drag the songs I want to the play list. IT WON'T WORK! The play list screen goes away when I try to click and drag from my music library.

Is this making any sense? If you have an IPOD shuffle, tell me what I am doing wrong PLEEEAAASE! I am so frustrated with the stupid thing!