Since updates have been released I guess, you have to set the attachement point for the shield or you will have an error when the marine is damaged.
For that :
- go to the model of the marine (not the graphic model, the model named "marine" in the data editor)
- edit "Attachment Properties +", add a new value in the first white area, select this value if it is not
- in keys select "Shield" and put the value to 1 (don't know exactly what it does xD and I am a bit lazy to try all )
- in ID select "Origine" (you can change this, it will be the center of the shield)
- in "Shield Radius" set the radius of the shield, I suggest from 0.7 to 1 (adjust this value to change the size of the shield)
- in the last choice (sorry I can't translate I have it in french : 'type d'amorce' and google translate often sux) select shield
Now you will see the protoss shield appear when the marine is hitten form a ranged attack.