There's no need to shut it down. If you're concerned for some reason (if you have important data on it and/or use it on untrusted networks), just remove bash or at least make it unexecutable.
A fair bit of warning though that some scripts might break, but at least you know why (if the alternative is to turn off the machine until you trust bash again then you may have to wait forever).
On a standard Ubuntu or Debian most shell scripts uses dash anyway so it shouldn't be too bad.