The SHN file extension is commonly used for Shorten Compressed Audio Format files. The Shorten format was developed to losslessly compress CD-quality audio files. SHN files are often used to share concert recordings.
To open an SHN file you typically need an audio player like Winamp with the Shnamp plugin. Some audio converters also support the SHN format to convert the files to more popular formats like MP3.
If your usual audio player cannot open SHN files, you likely need to update it to the latest version that supports the format. You may also need to scan the file with antivirus software in case the issue is due to a virus infection.
As an alternative, you can associate the SHN file extension with a compatible audio player in the Windows Registry. This will allow the files to automatically open in that program when double-clicked.