Soak the hickory chips in water for at least 30 minutes.
Skewer the shrimp
Start the grill and preheat it
Add the soaked wood chips wrapped in foil or on a disposable foil plate.
Place the chips under the cooking surface right on the lava rocks or metal bars.
When the smoke starts in earnest, add the shrimp and turn the heat down to med-low.
Don't overcook the shrimp!
"If you want to make an apple pie from scratch, you must first create the universe." -Carl Sagan