Hi Missy,
Since you checked out your data as a shapefile, you will not be able to check it back in. You can, however, manually copy the shapefile from your GPS unit to your computer and then open the shapefile in ArcMap. Like Ben has said, if you'd like to use the Check-in function, then you'll need to check out your data as an editable AXF layer. You will then be able to choose that AXF file during the check-in process. Shapefiles are not supported for check-in, however in ArcPad 10.