Well, if you want to be technical, it's 死ね! But if you're going for romanization, it's one word (a conjugated verb). So, "shine". I can see writing it as "shi ne" or "shi-ne", however, in order to keep it from being confused with "shine (giving off light)", and to clarify the pronunciation - it's "shee-neh," not "sha-een".

I'd go for the hyphenated version, though - just to clarify that it IS one word.

^_^ Words, fun fun fun...