MY IPOD DOES NOT PLAY IT IS WRITTEN THAT 'FILE FORMAT ERROR'

Depending on your model iPod, the file types (audio formats) that are compatible vary. You can find compatibility for a Shuffle at http://docs.info.apple.com/article.html?artnum=300464-es, and since I don't know the model you have, you can link to any other model from there. This should solve the question at hand - thanks for rating FixYa!