Rumble strips are sections of textured road that produce a loud rumbling noise as your wheels roll over them. The noise is supposed to wake you up if you fallen asleep whilst driving, and your car has veered off course.
The shoulder is a section of road parallel to the road, and to its side, where you might stop your car in the event of a breakdown.
So, shoulder rumble strips are rumble strips that you would have to cross to get onto the shoulder from the driving lanes. ADDED: cross-posted with Miss Julie.
Not every road has rumble strips. This is something that has been increasing in the US over the past decade or so. First we had rumble strips to warn of drifting into on-coming lanes; more recently we are seeing more rumble strips to warn of drifting off onto the shoulder. Sometimes they are raised ridges, sometimes they are repeated depressions cut into the road surface. Very noisy if you drive over them.