Shockwave is not directly supported by Linux. You can however get it running using wine.
The easiest way is to use crossover from codeweavers.
http://www.codeweavers.com/products/
Crossover is a pay for product, but for a minimal cost it is the best solution. As it alows to run shockwave plugin in Linux version of Firefox you are already running. (You can try it for free, give it a go)
There are ways to play shockwave avoiding using crossover, I have installed the Windows version of firefox using winetools:
http://www.von-thadden.de/Joachim/WineTools/
When you open this version of Firefox, simply go to extensions page at monzilla and add shockwave plugin. It runs slower than the crossover solution, as you are running the entire Firefox through wine.
The choice is yours, it depends on how often you will need to use the shockwave player. For regular use, games etc go for crossover But for the odd website you visit that requires shockwave use winetools.
