If the songs are purchased from iTunes, you might not be authorized if you are not logged in or your login has expired. So, make sure you are logged into your store account before you sync to your shuffle. To make sure, you can proceed to the store, and then click on "My Account" - this will ask you for your login, and then it should recognize your authorization to play those songs.
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back in white baby! 32 gig that is!
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