Well, I need you to be a little more specific with the problem here... First of all, what game are you playing? I'm assuming Skyward Sword, so I'll give you directions for that.
To equip a shield in SS, hold down the minus button and point the Wiimote so it hovers over whichever shield you are trying to equip. Once it is over the shield, let go of the button. I believe that should equip it. If not, are you perchance carrying the Cursed Amulet? That amulet disallows the use of your shield.
If you can give me any more details about what you've tried, that would be great.