This is a form of speaking that intermixes cursings. A lot of the younger generation talks like this, and it is not a nice way to talk, and it is offensive. 개 means dog, which people add in front of other words for emphasis of strong and rough taste. It is similar to in English where people add the word "f-ing" in front of various things. 충격을 먹다 is to be shocked. 먹다 means to eat, but this verb can be used instead of 받다, to receive in this situation. So the sentence means "I was very shocked." Like Zhenya said above/below, it is a clear example of language degradation.

"Wow I'm really shocked," so to speak. 충격을 먹다(An informal version of 충격을 받다); to get shocked. 개; which literally means "dog," is used as a prefix to emphasize the meaning above. This doesn't sound good to my ears, a fine example of language degradation I'd say.

OMG..T-T It's a korean slang. Sometimes Korean use 'dog' when they say some bad words or...when they need to emphasize.