Battery could be old
Batteries lose charge capacity due to use
Solution: change battery /buy new ipod
Battery could be used wrong.
CORRECT BATTERY USE: NEVER charge when battery is NOT EMPTY (maybe with new batteries, this is possible, but with old ones, NEVER CHARGE if battery still has charge)
Solution: buy a new battery/ipod, then use this one correctly
Your headphones use to much power
You might have the bulky type of headphones (that look like earwarmers). They are very power hungry.
Solution: change to a different type of headphones (ie standard ipod ones, even better
this: I bought this kind of headphones and had better sound and about 6 hours more battery life than with standard Ipod headphones. Any kind that fits tight in your ear should have this effect)
Good luck!