I used your shape files and checked the PreviewReadShapeDataCompleted event handler. In it the e.Items returns collection of 11 objects of type PolygoneData. All of them have location with big Longitudes and Latitudes, for example:
This means that your shape file is not in the default projection RadMap Uses - EPSG:4326 (in it the latitude is between -85 and 85 and longitude is between -180 and 180). Actually if you have also "prj" file you can see the projection in your shape file. Then you can convert the files into EPSG:4326 with some tools, for example GDAL (www.gdal.org
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