New shuffle not detected by Windows

Familiar story: I bought a new shuffle, which arrived today, and Windows doesn't detect it at all. I followed the installation procedure by the book, but no luck. I went through every step in http://docs.info.apple.com/article.html?artnum=61711 including the 5 R's (more than once), but nothing works. I've uninstalled both iTunes and the iPod software, restarted my computer, reinstalled the latest versions of iTunes and the iPod software, and restarted again. No luck. I've tried every USB port on my computer. (I have one built-in USB 1.1 port and a PCMCIA card with four USB 2.0 ports.) The iPod itself claims to be charged when I press the battery button. (They must ship these models with a full charge, I guess.) It just isn't detected by Windows at all. It doesn't show up in device manager or Explorer or the iPod Updater or anywhere else. Any suggestions would be appreciated.
Dell C600 Latitude   Windows 2000  

I've already tried every USB port on my computer. (I have a single USB 1.1 port built in to the computer, and a PC card that provides four USB 2.0 ports. None of them work. All five show up as having 500 mA available to them, which I think counts as "high-powered," right?)
What do you mean when you say that I can't send it back? The return policy on the invoice says: "If you are not satisfied with your Apple purchase of a pre-built product, please call 1-800-676-2775 for a Return Material Authorization (RMA) request within 14 calendar days of the receipt of the product.…A 10% open box fee will be assessed on any opened hardware or accessory." So I thought I could return it provided that I am willing to get hit with a rather lame 10% restocking fee (which should come to about ten bucks on a shuffle purchase). Am I misunderstanding?

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