'To the shelter' is a phrase used in order to escape from obsessive girls, generally ex girlfriends but in some cases just general obsessiveness.
Girl 1: I still really like you
Guy 1: TO THE SHELTER!
Guy 1: Oh dude you don't wanna get with her
Guy 2: Oh, why not man?
Guy 1: I had to get my ass over to the shelter after I tapped that one
Guy 1: Dude that bitch won't stop calling me!
Guy 2: Yo better get your ass to the shelter