Magento edit or remove Shop By text in catalog left side
In order to edit the text "Shop By" or "Shopping Options" from the catalog's left side you need to know that there is a filter and this is recomended to be edited in your theme only.
So, you need to open this file: /app/design/frontend/default/[YOUR_THEME]/template/catalog/layer/view.phtml .
If this file doesn't exists into your theme you need to copy it from this location: /app/design/frontend/base/default/template/catalog/layer/view.phtml .
Find these lines:
<strong><span><?php echo $this->__('Shop By') ?></span></strong>
and this one:
<p class="block-subtitle"><?php echo $this->__('Shopping Options') ?></p>
Edit them as you need.