You can buy peeled and deveined shrimp at the grocery story but if you want to do it yourself, it's easy to do. Start by finding the long dark “string” along the back of the shrimp. Use your knife to pull it up and out of the "canal" that it's resting in, starting from the head and moving towards the tail. In order to peel the shrimp, start at the top of the shrimp where the vein started. Peel back the shell and gather the shell towards the legs. Pinch the shell and legs, and gently pull it away. Pinch the tail of the shrimp and remove the shell.