First-half goals from Ryan Flynn and Stefan Scougall were enough to secure the Blades all three points.
Flynn scored after 11 minutes with a low shot from inside the area after getting on the end of a low cross from Scougall.
Scougall added a second goal six minutes later with a 20-yard effort which just evaded the diving Chris Weale in the Shrews goal.
Jackson said: "We didn't do enough to get something from the game.
"We had a lot of the ball in the first half and quite a bit in the second half but we didn't do enough with it, especially in the final third.
"I wanted us to play a lot quicker. They were getting a lot behind the ball and we didn't do what we should have done, which was disappointing.
"I said to them before the game that I wanted the ball to go forward quicker into front men and wide men.
"I told them a half-time to make sure that the ball goes forward quicker in the first 15-20 minutes, but we still roll it out at the back and that suits them down to the ground. That's disappointing.
"We've been more positive recently going forward with the ball. They dropped behind the ball and no team has done that against us in the last few games.
"I trust myself and my judgement and they've got to follow what I tell them to do because it's done for a reason.
"That's gone now and we've got to look to pick up three points at Port Vale next week."