in siRNA already prepared double stranded RNA-molecules are transfected, so that is more difficult than shRNA. In shRNA a vector is made that contains a sequence that will result in the typical hairpin structure you already mentioned.
–> that vector can be tranfected in a viral/viral like delivery system which is much more efficient in targetting the shRNA in the nucleus.
Remember all the barriers the siRNA-molecule must overcome: first of all the extracellular spaces (can be overcome by ex vivo transfection), cell membrane, endosomes (low pH), high viscosity of the cytoplasm (relatively no diffusion possible), RNAses and other nucleases in the cytoplasm and the selective nuclear membrane.
–> viral systems can overcome these barriers, so shRNA is easier for targetting.