Shrimp are generally purchased frozen with the heads removed. It is a good idea to purchase them fully frozen. If they has been defrosted smell them to ensure they have not been around too long. When defrosting you should take them out the night before and put them in the lower part of the refrigerator. To clean them remove the shells which can be saved and used for making a broth. Remove the vein which is in the outer back part of the shrimp. To remove it take small paring knife, make a shallow incision down the entire back of the shrimp, then remove the vein and rinse under cold water. Drain well and refrigerate. Shrimp spoil very easily, so use soon after defrosting.