No Lights on the shuffle unless it is charging!

Hello everyone, my mom bought my son a 3rd Gen Ipod Shuffle for christmas from Amazon and it is not working. No lights come on period unless the shuffle is hooked up to the USB, then its orange while its charging. It has charged for 24 hours at one time and then I charged it off and on since Thursday for several hours, and still no lights when you unhook the USB. Basically this is what happens:
1. When I plug it in by USB, the light glows orange and iTunes opens just fine. It is also recognized by the computer as the "F:" drive called "Ipod", so my computer can see it. iTunes recognizes the ipod and it even allows me to put music on it and change the settings under "summary" and "music".
2. When it is "syncing", it flashes orange just as it should.
3. The battery charging icon is on the screen of iTunes and appears to be charging.
4. I can eject it, and as soon as I do that and take the shuffle off the USB, the lights never turn on. When it is plugged into the USB, if I turn it on, the light remains solid orange.
5. I have reset it, restored it, pushed all the buttons on the headphones and still NOTHING! No lights unless its hooked up by USB.
Please Help!

Hi, when you buy an iPod Shuffle you get an usb cable  that you connect to the 3,5 port on the iPod.
It looks like this.

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