Shame is thought of as a bad thing. It is something that one should feel about who one is outside of Christ. But shame is often what leads to humility. As we are all born sinners, should we not feel shame about being sinners? That shame leads us to the humility necessary to recognize our need for a Savior.
God continually brought Israel to shame for their sins. In this dispensation, Paul speaks of being ashamed of sins.
Shame is something all will come to, either in this life or when judgment comes from God. Jesus Christ endured the shame for our sins on the cross, so when we are in Christ we have been judged by God, and are now free to live our life for Him.