Running with a sheep on one's shoulders in public is embarrassing, and this embarrassment is a partial punishment in itself. Rabbi Simcha Zissel of Kelm commented that this is amazing. A thief is usually not the most sensitive of people. Even if he is a very coarse person, the slight embarrassment he experiences lightens the punishment he receives for his crime. All the more so, if you suffer embarrassment or humiliation for doing a good deed, that suffering greatly elevates your action, and your reward will be very great.
Some people are greatly afraid of the disapproval of others.
Even if they are doing something that is very worthwhile and meritorious, they feel suffering if others say anything mocking. If someone were to offer you a large sum of money if anyone would insult you, you would react with joy to that insult. Similarly, when you are performing a misvah, any insults or put-downs greatly increase your merit and reward. This awareness will enable you to react with joy to any difficulties with other people that arise when you are doing good deeds. Throw it to the dogs.