In order for it to feel more authentic, Beck filled out his Song Reader
book with fragments of songs, melodies, and even tons of unwritten song titles. "You Don't Have To Change Your Shoes" is one of the song fragments, a verse of which appears on the back of "I'm Down."
A lot of these extra things are references to older artwork and songs, but this one seems pretty original. The art does say it is "sung with great success by Devlin Hogue," who is not a real person. It is likely named after one of McSweeney's assistant editors, Chelsea Hogue. (I don't know who Devlin is; McSweeney's is Song Reader's publisher in the States.)
Also it says the song is available from "Battlin' Hansen Songs And Dances," lol.