Style a Shag Haircut
A: I'm not sure how your shag haircut was styled, so I can't really tell you how to duplicate the look. That being said, I can offer you the following tips:
If you want to style the cut with a smoother finish and turn the ends under, use a blow-dryer and a round brush to dry the hair. Make certain to keep the airflow directed in the direction the hair grows and dry it from scalp to ends. If your hair is particularly thick, you may want to section the hair into three layers and dry the bottom layer first and then proceed to the upper sections.
For a style that features upturned ends on the layers, you also use the blow-dryer and a roller brush. Dry the hair all over until the strands are mostly dry and roll the brush in your hand so that the ends of the hair wind around the brush in an underhand fashion.
As to the issue of what hair products you need to use, that depends largely on how much hold you want with your style. For a firmer holding style, use a styling gel (your choice) applied to towel dried hair before you begin the blow-drying process. If you like a softer, more casual hold, use a mousse (again, your choice) applied to towel dried hair before blow-drying. Once styled and dry, lightly mist the hair with hairspray (no matter which initial product - gel or mousse - you chose to use).
I'm sorry I can't be more specific, but without knowing how your hair was originally styled after the cut, I can't tell you how to duplicate it. And there is no "right or wrong" way to style a shag haircut.
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See also:
How to cut a shag
What a shag haircut looks like
The difference between a shag and layered hair