Sometimes you get stuck in a situation where you can't get your Pokémon out of a battle. You desperately want to switch to another member of your team, but something is stopping you. The Shed Shell is used for just this purpose. This item can be held by a Pokémon and allows the Pokémon to exit battle without fail. This is where you can find the Shed Shell in Pokémon Shining Diamond and Shining Pearl.
There are two tasks you need to complete before you can get your hands on Shed Shell. First, you must defeat the Elite Four and become the champion. Second, you need to complete the Sinnoh Pokédex. Defeating the Elite Four is simple enough. Finishing the Pokédex is as simple as seeing all 150 Sinnoh Pokémon. After completing the Sinnoh Pokédex, go to Sandgem Town and talk to Professor Oak to get the National Pokédex.
With both steps completed, head to the combat area by taking the boat from Snowpoint City. Once there, head north and take Route 225 to the survival area. Your journey isn't over yet. Head east from the survival area until you reach Route 228. You will know you are in the right place as you will be caught in a sandstorm.
Head south once you reach Route 228 and keep to the left hand side. You will upgrade from an Elite Trainer. Defeat them and cross the tall grass. On the right side of the tall grass, you will see a set of stairs with some rocks on top. Use Rock Smash to go through the rocks and grab the object on the other side. You will now have access to the Shed Shell.