Hook up your MP3 player the same way as usual. Instead of clicking and dragging the mp3 onto your player, drag them off into a directory on your hard drive.
I believe, like Pit Viper said, you need iTunes on your PC and you can set up your playlist and to be able to sync your iPod with. With iTunes open, open up the folder and put those songs on the playlist. Hook up your iPod and it should appear somewhere on the left of the iTunes screen. You then click and drag the songs from the playlist onto your iPod.
Then, I believe, if you ever want to just delete a song from your iPod, you just open iTunes and delete the song from the playlist. Once you sync up your iPod the next time, the song will automatically be deleted.
The sad part about this process is that you need to keep your songs on your computer... at least we have to with those little shuffles we have. If we delete the song from the computer, it gets deleted from the playlist, which deletes it from the iPod the next time we sync and recharge it. To me.. it defeats the purpose.
