The phrase "shut up" does not appear in the lyrics of this song about a criminal trying to persuade people he isn't guilty.
Guitarist Chris Foreman in Uncut magazine March 2008: "'Shut Up' was a kitchen sink production. For my guitar I had Slade in mind; the Duane Eddy bit in the middle was from another song."
This originally had a few more verses that explored the policeman's perspective. Madness frontman Suggs told Daniel Rachel (The Art of Noise: Conversations with Great Songwriters): "[Petty crime] was a vaguely glamorous thing to be involved with as a kid. Then you thought of all the lives it affected and the coppers themselves. I thought about them chasing after petty criminals. It went on for a few more verses that never made it onto the finished record. I think they were about the policeman and his family and him running around after these burglars and then at the end they both meet up in the courtroom with this copper saying, 'Shut up.'"
"It's the End of the World As We Know It (And I Feel Fine)" was inspired by a dream where Michael Stipe conjured up images of people with the initials L.B.: Lester Bangs, Leonid Breshnev, Lenny Bruce and Leonard Bernstein.