As a general guideline, it is preferable to connect any cable shields to the metal chassis (not PCB ground), at just one end. To keep things simple when multiple shielded cables connect out from some central device, the shield connection should be done only at the "hub" device, and left open at the "spoke" devices.
Similarly, for a chain of devices connected by shielded cable, each shield ought to be connected to the chassis of the upstream device, and left open at the downstream end. Yes, this does mean that the shields of different links of such a chain might be at different potentials, depending on how well earthed the individual devices are, but this is generally not a problem.
A basic, inexpensive addition incorporated in many consumer device cables today, is a clamp-on ferrite bead or "split bead" at each end of the cable, close to the connector. This reduces high frequency EMI off the shield with minimal complexity. A good document about such RFI beads is here.
Note that the chassis is usually connected to "earth" of the location, not to ground of your circuit board.
Of course, this is a simplification of a fairly complex subject, but it serves the purpose for designs at frequencies where surface effects do not predominate. As frequency of signals involved rises into GHz, other factors need addressing.
It's a jumper-- 0R0 is a "zero ohm" resistor.
The purpose is probably to allow the option of disconnecting the shield from the ground or replacing it with a resistor (or possibly a capacitor so it can be AC grounded and allow a DC voltage difference to exist).
Best Answer
For the shield to be effective, it requires as low impedance connection as possible to your shield ground. I think those recommending resistors, or not connecting it to ground at all, or strictly talking about your digital logic ground, and assuming you have a separate shield ground. If you have a metal enclosure, this will be your shield ground. At some point, your digital ground must connect to your shield ground. For EMI reasons, this single point should be close to your I/O area. This means it's best to place your USB connector with any other I/O connectors around one section of the board and locate your shield to logic ground point at that location. There are some exceptions to the single point, rule, if you have a solid metal enclosure without any apertures, for example, multiple connection points can be helpful. In any case, at shield to circuit ground connection, some may recommend using a resistor or capacitor (or both) but rarely is there a reasonable reason to do this. You want a low inductance connection between the two to provide a path for common mode noise. Why divert noise though parasitic capacitance (e.g. radiate it out into the environment)? The only reason usually given for such tactics is to prevent ground loops, but you're talking about USB, ground loops most likely won't be an issue for most USB applications. Granted, such tactics will prevent ground loops, but they will also rend your shielding all but ineffective.