A walker did not bite Shane. That was mentioned a few times in the last episode of season 2, including the last few minutes with the big reveal for the end of the season being you turn no matter what, Rick saying this isn't a democracy, and panning up to show the prison in the distance.
Also, Darryl noted in that episode where Shane died that the kid they were chasing thru the woods didn't have any bite marks but had turned.
Lorrie worried about it and talked to Hershel about it at the prison because she said if the baby died inside her it would turn into a zombie and kill her from the inside.