it’s quite easy to enable a shield without having auto-defense:
When you bought one, wait for your turn. You have some buttons in the top-left corner of your screen. One is named weapons. Click on it, then click on the shield you like to activate!
The bad thing is that you aren’t defensed by a shield until your turn. Auto-defense activates it at the beginning of the round. I think you can’t activate a shield at the beginning manually, because then Auto-defense would make no sense.