Shocking your pool when the water is not circulating will have far less impact than if the water were being actively swirled and mixed by your pool's filter. Make sure your pool's filter is running when you shock your pool.
Some algae are tenacious and cling to life -- and the walls and floor of your pool -- with the stubbornness of a bulldog. One way to help the shock treatment kill the algae in your pool is to brush up the algae during the shock process. Use a pool sweep, or physically get in the pool yourself and use your hands and feet to get the algae off the walls and into the water.
A shock treatment is not a magic bullet that will instantly kill the algae in your pool as soon as you mix it in. The chemicals will take time to break down and kill off the algae. Continue regular maintenance during the next week or so, sweep your pool regularly and keep the filter on to ensure the shock has time to work.
Sometimes one shock treatment isn't enough. Test your pool's pH balance a day after shocking the pool to determine if another treatment may be necessary.