Update 2011-12-14: It seems that a lot of people are coming here from web searches with phrases like “shapefile openlayers.” If all you want to do is display your data in OpenLayers, I’d highly recommend using a program like Quantum GIS to convert your Shapefile to a more web-friendly format like KML or GeoJSON. Both of these formats can be read by OpenLayers directly, and you’ll see faster performance and more browser compatibility than if you were to load your Shapefiles directly.