Without having more information I cannot be of tremendous help. However there are
a number of things you might want to look at in solving your problem.
First what is the self resonance of the device adxl versus what your measuring.
Second what is the range of shock vibration I will be looking at? Does the adxl have the range , resolution etc I need for the the type data I a taking
Third will I need a low pass filter/
How am I going to mount my accellerometer/
Will I need to recalibrate while in the field?
What do I intend to do with the data/
Are you going to produce a shock response spectra?
etc
etc