From the apple site (just was making sure that what friends had told me is right):
DJ Your Day If you favor cycling to a hip-hop soundtrack and snowboarding to a little electronica, Autofill iPod shuffle from a specific iTunes Playlist and roll. Download an album from the iTunes Music Store and listen to it in order before you Shuffle it into your collection. Or just drag and drop individual songs and podcasts from iTunes onto iPod shuffle. With Play in Order mode, you manage the music. If things take a turn for the predictable, never fear. Turn iPod shuffle over, flip the slider to Shuffle and mix on the go.
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DJ Your Day
If you favor cycling to a hip-hop soundtrack and snowboarding to a little electronica, Autofill iPod shuffle from a specific iTunes Playlist and roll. Download an album from the iTunes Music Store and listen to it in order before you Shuffle it into your collection. Or just drag and drop individual songs and podcasts from iTunes onto iPod shuffle. With Play in Order mode, you manage the music. If things take a turn for the predictable, never fear. Turn iPod shuffle over, flip the slider to Shuffle and mix on the go.
http://www.apple.com/ipodshuffle/