A known way of telling someone to just please shut the fuck up for christ's sake. When you say "Shove a sock in it!" to someone, you are implying that he or she needs to put a sock in his/her mouth to keep him/herself from talking more shit.
(You are laying on your bed relaxing and having a few beers to the point of getting a little drunk while all of a sudden, your little brother bursts in the room acting like a retard and spewing out stupid jokes from his mouth.)
You:(in a somewhat drunken voice) For fuck's sake please *hic* SHOVE A SOCK IN IT!
Your little brother: (shoves a dirty sock down your throat)
Mark H. Adding more terms for "Shut up!" at UrbanDictionary since February 2004.