I agree with the other answers.
We say 'do some shopping' rather than 'do shopping', and there is a slight difference between this and 'go shopping'.
Go shopping = more emphasis on the excursion
Do some shopping = more emphasis on the items purchased
And note the spelling. Here's the rule:
If you have a single syllable noun, or a longer noun where the last syllable is stressed, and the last three letters are consonant/vowel/consonant ( in this case 'h' 'o' and 'p') you need to double the consonant:
shop ----> shopping
run ----> running
swim ----> swimming