When selecting an artist from 'Your Music', whenever I select a song in the list, it automatically plays a different song in the list. It will still shuffle correctly, I just cannot select a particular song without it playing a different song by the same artist.
I have just tested something, and I may know what you are doing.
Are you double clicking the song or are you clicking once, then clicking 'Play' at the top?
If you are clicking 'Play' at the top with shuffle on, this plays the artist songs, not the song you wish, try double clicking the song, or when hovering over it, clicking the player button next to it.