On this page of the game guide to Borderlands 2 you will find a detailed description of the side mission titled Shielded Favors. This is one of the several side missions that you can unlock during the exploration of the Southern Shelf location.
2) Western Bandit camp
3) Southern Bandit camp
4) Monglets lair
Leave Hammerlock's place through the western gate and head to the Western Bandit camp .
Clear it and go up the stairs to use the lever pictured in the above screenshot. Afterwards head to the camp in the south .
Here you will once again have to eliminate all the Bandits. Further road will be blocked by an electric fence. The Claptrap will suggest trying to run through it quickly. After a few failed attempts you will be able to shoot the fuse box (screenshot).
Take the Fuse (screenshot) and return to the western camp . Place the Fuse beside the lever and use it. At this point you can also complete Bad Hair Day (skip to a proper part of the guide).
Ride up the elevator. Inside the building, use the vending machine shown in the above screenshot and buy any affordable shield to finish the mission.