Yeah, if you plug in the iPod (Shuffle) into another machine, it'll ask you if you want to set it up with that machine--in which case it'll wipe out the music "partition" (not any space that you've reserved for storage space) and then proceede to reload it with stuff from the new machine.
You can also hit cancel, and it won't wipe anything out--useful if you want to keep the songs on it and just charge it in a new machine.
If you wanted to transport MP3s, I suppose you could just move them to the data partition and then transfer via explorer.
Edit: From what I understand, Shuffle's different on this count than a regular IPod. Also, this isn't the online music store/verification account. Just happens to wipe the songs off the ipod if you click yes on another machine.