It sounds from your description, that there is an incompatability in your arm/cartridge interface. When using VPI arms, Shelters do as you describe...the fix is to add weight to the headshell or use a heavier arm.
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I've owned a Shelter 501-II for several years. For most of the time I played it, it was mounted to an upgraded Rega RB250 from Express Machining. They called it the Expressimo RB250. Nice sounding arm for the money.
During that time I did notice that the Shelter could sound edgy on some tracks where signal amplitude is high.
However there were very few warped records that I played that would actually cause the shelter to jump out of the track. For that reason I suspect that there may be a problem with your tonearm. Perhaps pivot bearings are a little bit out of adjustment (loose), which would not allow the arm to control position of the stylus as it should.
I agree with Stringreen, that the addition of weight over the cartridge can often times improve the performance of the Shelter in terms of tracking ability and also sonic quality.
In my experience, the Shelter needs a tonearm of at least 16g effective mass. On lighter arms this can be adjusted with the addition of a "headweight". The limits on how much a headweight can weigh will be determined by the counterweight and its ability to adjust vertical tracking force correctly....... add too much headweight and you can't get the tracking force low enough.
At one point I did use a headweight on that rega arm and with the Shelter. I was able to measure arm/cart resonant frequency at 9hz (lateral) This is a good range for that cartridge, I suspect, because tracking ability improved quite well. This was evident when tracks that had previously caused the shelter to "mistrack" (distorted vocals)now played with clarity.
I also noticed that when I mounted the Shelter to a Graham 2.2, its tracking ability improved dramatically. Btw, the Shelter sounded good on that Graham. And I was able to use headweights with the Shelter /Graham and the addition of the auxillary counterweight provided with the Graham. Increasing the effective weight of the Graham to match the needs of the Shelter. This combo sounded quite good and I may return to it some day.
Marakanetz... You might just take some clay, motite, etc., make little balls out of it and add it to the headshell. Rebalance the arm to reflect the proper VTF when adding the clay. When the arm/cartridge reacts to your satisfaction, weigh the clay, and you will know what to add to your headshell to accomodate the Shelter.