Make sure you follow the Video Tutorials for installation. It sounds like you aren't following the correct procedures or did not install the Sample Data during the 2nd last step of the Site Shaper installation.http://www.shape5.com/joomla_tutorials.html
I tested both the Site Shaper and Template and the installs were working. We also haven't had any reports of installation issues for this. I would start again following the tutorials with a new database and you should be successful. If not let me know and we can proceed from there.