Edit your httpd.conf (if in cpanel, its /usr/local/apache/conf/httpd.conf) but it varies for other CPs.
Find something like...
Code:
<IfModule mod_dir.c>
DirectoryIndex index.html index.wml index.cgi index.shtml index.jsp index.js index.jp index.php4 index.php3 index.php index.phtml index.htm default.htm default.html home.htm
</IfModule>
and add index.shtml into it.
Failing that you would need to add something to your .htaccess file if you dont have root access to your server, or your host refuses to do it.