Observations of the composition of inner source pickup ions in the solar wind, from the Solar Wind Ion Composition Spectrometer on Ulysses, are presented. The composition is similar to that of the solar wind and, in particular, contains volatile elements such as neon. These observations suggest strongly, and perhaps conclusively, that inner source pickup ions result from solar wind particles that are embedded in dust grains and then released. Our observations also suggest that inner source pickup ions may be an important source for particles accelerated at shocks surrounding corotating interaction regions since the resulting composition will resemble that of the solar wind, as is observed. Mechanisms are described whereby inner source pickup ions can be preferentially injected into the shock acceleration mechanism.