That's not an iPod. That's a cheap (possibly Chinese) knock-off.
Look here for what a real iPod shuffle is supposed to look like (especially the pics that show the top and bottom and the placement of the connector ports and switches -- third picture down in the first column):
http://www.apple.com/ipodshuffle/gallery/index.html
Even though it's probably a working MP3 player, I have doubts about it working with iTunes (or even a Mac in general) as a true iPod shuffle would.
I would contact the seller and inquire about getting a refund, as he or she is selling something under the guise of something else.