You have to be a bit more specific. How do you want to use the "Shift" key?

If you want AutoHotKey to react to a Shift + <Key> when you press it then you have to catch it with AutoHotKey:

Code:
+2:: 
IfWinActive, World of Warcraft 
{ 
  ControlSend,, {Space down}{Space up}, ahk_id %wowid1% 
  return
}
The "+" before the "2" being the SHIFT key symbol. If you want to send a SHIFT + <Key> by pressing a random key say "2" and then have AutoHotKey for example press left SHIFT + F for you then you would do this:

Code:
2:: 
IfWinActive, World of Warcraft 
{ 
  ControlSend,, {LShift down}{F down}{F up}{LShift up}, ahk_id %wowid1% 
  return
}
For a better reference than Wowwiki you may want to try to look at these tables I've linked below as they're great references:

http://www.autohotkey.com/docs/Hotkeys.htm
http://www.autohotkey.com/docs/commands/Send.htm

I would personally not use AutoHotKey for macroing unless it's a strange obscure MMO that was not really supported by ISBoxer, HotKeyNet or other online game macroing/multiboxing software. This is however, just my opinion, nothing else.