I believe the fastest way would be to duplicate the layer and send it to the other document. Open both images. Click the document tab of the document with the shape layer. With the shape layer selected in the layers palette, right click where it says the shape layer name. Select "duplicate layer" from the context menu. In the dialog that comes up, select the document you want to copy that layer to in the destination box then press ok.
Alternately, you can open both images then pull the document frame tabs down to open both images in your workspace. Grab the shape layer in the document's layers palette by left clicking it...keep the left button pressed (hand icon should be a grab icon). While left button is still pressed, drag the shape layer over the receiving document. To make the shape layer register in the same location, press the shift key and keep it pressed. Release left mouse button while the layer is over the receiving document. Release shift key after you have released the left mouse button.
This tutorial has a good photo reference for what I mean when I say pull the image tabs down so both documents appear in the same workspace...also shows drag/drop: