I run my 8 gb Ipod Nano thru my radio. Just get a cable that plugs in to both units (1/8" mini I think they are called) and hook it up. The AUX band will be your Ipod. No control but volume, but i run mine in random mode and never get bored with the 1650 odd songs available... Hope this helps.
Be sure the patch cord you get (available at Radio Shack) is a "stereo" model and not a "mono" model. Otherwise you will just get sound out of one side of your speakers. You can ID the "stereo" cord .. it has 2 black lines around the tip, mono has one.
I use a shuffle and it is great, all the other advice is right on!.......remember to turn the volume all the way up on the Shuffle so that you can get full volume control throught the HK