They didn't show Shane getting bitten, and the logical conclusion is that he was killed by gunfire and then came back at the end of the episode as a walker because he died and not of a brain injury. But to presume that while he was dying or lying in state that no zombie would approach him and take a nibble is, well, silly, IMO.
Who was there to fend off the nearby walkers from having a bite? Clearly Rick didn't bury his body within the prison compound, etc. Shane suddenly shows as a walker outside the fence. How did he get there? Aren't there other walkers out there?
Rock could have done the logical thing and put a bullet through his head to prevent him from coming back as a walker, but he did not do that.
Think this through. This isn't rocket science.