Ketsan

In my view if you have self respect then you are not as likely to do things which would cause shame. Shame should be the mechanism that pushes you back on the path whenever you wander from it, much like a safety net.
I would say that too much self respect is much like anything in that if it is not kept in check it will invariably cause trouble. When self respect gets too powerful we call it arrogance. In my opinion self repect without shame will pretty much always lead to arrogance.

I think there is also a relationship not between shame and pride, at least not directly, but between pride and self respect. When you have one you have the other. Pride I feel, as suggested, comes from being near to your personal ideal so when you feel this pride you are less likely to do anything which contradicts your ideal and this is what we call self respect. Self respect is in essence an unwillingness to deviate from an ideal. When that ideal is deviated from we feel shame.